+603.6%
RVMD vs TDY
+54.9%
+548.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | -3.6% | -1.9% | -1.7% | -2.4% |
| 30D | -1.1% | -12.5% | +11.4% | +7.3% |
| 3M | +41.0% | -0.8% | +41.8% | +41.3% |
| 6M | +105.7% | -9.0% | +114.7% | +116.6% |
| YTD | +155.3% | +16.8% | +138.5% | +127.7% |
| 1Y | +402.7% | +9.5% | +393.3% | +366.6% |
| 3Y | +533.1% | +45.4% | +487.7% | +388.0% |
| 5Y | +583.5% | +37.8% | +545.7% | +442.3% |
| All | +603.6% | +54.9% | +548.8% | +394.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling