+588.9%
RVMD vs TDY
+39.0%
+549.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.6% |
| 7D | -3.0% | -1.1% | -1.9% | -2.2% |
| 30D | -0.7% | -12.0% | +11.3% | +8.4% |
| 3M | +36.5% | -3.2% | +39.7% | +39.1% |
| 6M | +104.6% | -7.9% | +112.5% | +114.8% |
| YTD | +155.8% | +18.2% | +137.6% | +121.2% |
| 1Y | +340.7% | +6.7% | +334.0% | +309.9% |
| 3Y | +519.9% | +47.5% | +472.4% | +344.7% |
| All | +588.9% | +39.0% | +549.8% | +398.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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