+603.6%
RVMD vs TAP
-16.4%
+620.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -3.6% | -5.3% | +1.7% | -2.4% |
| 30D | -1.1% | -7.4% | +6.3% | +0.5% |
| 3M | +41.0% | -4.9% | +45.9% | +41.8% |
| 6M | +105.7% | -14.2% | +119.9% | +111.5% |
| YTD | +155.3% | -14.8% | +170.1% | +161.9% |
| 1Y | +402.7% | -18.1% | +420.8% | +419.9% |
| 3Y | +533.1% | -32.7% | +565.8% | +583.9% |
| 5Y | +583.5% | -0.5% | +584.0% | +540.5% |
| All | +603.6% | -16.4% | +620.0% | +543.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling