+518.6%
RVMD vs TD
+125.8%
+392.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.5% |
| 7D | -3.6% | -2.6% | -1.0% | -2.4% |
| 30D | -1.1% | -1.0% | -0.1% | -0.7% |
| 3M | +41.0% | +5.6% | +35.4% | +36.7% |
| 6M | +105.7% | +27.1% | +78.6% | +80.9% |
| YTD | +155.3% | +29.4% | +125.9% | +122.0% |
| 1Y | +402.7% | +60.7% | +342.0% | +290.7% |
| All | +518.6% | +125.8% | +392.9% | +312.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling