+439.2%
RVMD vs TD
+64.8%
+374.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.2% |
| 7D | +1.0% | +0.3% | +0.7% | +0.9% |
| 30D | +6.4% | +0.4% | +6.1% | +6.2% |
| 3M | +34.9% | +7.6% | +27.3% | +29.8% |
| 6M | +107.6% | +25.0% | +82.6% | +80.9% |
| YTD | +163.7% | +31.0% | +132.7% | +127.4% |
| 1Y | +439.2% | +65.2% | +374.0% | +273.2% |
| All | +439.2% | +64.8% | +374.4% | +273.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 1y: compounded portfolio wealth divided by compounded TD 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…
1y analysis · Full analysis span regression · 6 months rolling