+464.0%
RVMD vs TAP
+1.8%
+462.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.7% | -5.7% | -6.3% |
| 7D | -9.5% | -8.0% | -1.5% | -8.6% |
| 30D | -6.8% | +4.1% | -10.9% | -7.5% |
| 3M | -12.1% | -4.4% | -7.7% | -11.8% |
| 6M | +25.4% | -1.9% | +27.3% | +24.9% |
| YTD | +126.9% | -12.1% | +138.9% | +129.7% |
| 1Y | +182.0% | -12.0% | +194.0% | +185.1% |
| 3Y | +816.8% | -25.0% | +841.8% | +848.2% |
| 5Y | +464.0% | -1.1% | +465.1% | +444.2% |
| All | +464.0% | +1.8% | +462.2% | +444.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling