+545.5%
RVMD vs TAP
-31.5%
+576.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | -1.0% |
| 7D | -1.2% | -2.3% | +1.1% | -1.1% |
| 30D | +1.1% | -9.4% | +10.5% | +1.6% |
| 3M | +39.6% | -0.8% | +40.4% | +39.0% |
| 6M | +110.7% | -14.7% | +125.4% | +114.3% |
| YTD | +160.3% | -13.9% | +174.2% | +163.1% |
| 1Y | +404.9% | -18.6% | +423.5% | +416.7% |
| 3Y | +545.5% | -32.0% | +577.5% | +502.5% |
| All | +545.5% | -31.5% | +576.9% | +502.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling