+605.1%
RVMD vs TD
+177.9%
+427.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.2% |
| 7D | -3.0% | -0.5% | -2.4% | -2.7% |
| 30D | -0.7% | -1.9% | +1.2% | +0.3% |
| 3M | +36.5% | +4.8% | +31.8% | +32.4% |
| 6M | +104.6% | +28.0% | +76.6% | +75.9% |
| YTD | +155.8% | +30.3% | +125.5% | +116.9% |
| 1Y | +340.7% | +59.8% | +280.9% | +230.2% |
| 3Y | +519.9% | +124.7% | +395.2% | +274.3% |
| 5Y | +584.9% | +127.0% | +458.0% | +311.0% |
| All | +605.1% | +177.9% | +427.1% | +238.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling