+618.6%
RVMD vs TD
+173.7%
+444.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.8% |
| 7D | -0.7% | -1.9% | +1.2% | +0.4% |
| 30D | +0.3% | -1.6% | +1.9% | +1.2% |
| 3M | +38.9% | +4.6% | +34.3% | +34.8% |
| 6M | +108.1% | +26.8% | +81.3% | +79.9% |
| YTD | +160.7% | +28.3% | +132.4% | +123.1% |
| 1Y | +407.3% | +60.4% | +346.8% | +279.4% |
| 3Y | +546.6% | +125.7% | +420.9% | +289.2% |
| 5Y | +579.8% | +122.4% | +457.4% | +312.9% |
| All | +618.6% | +173.7% | +444.9% | +248.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling