+696.9%
RVMD vs TLN
+574.4%
+122.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -3.0% | -1.3% | -1.6% | -2.8% |
| 30D | -0.7% | -14.3% | +13.6% | +1.4% |
| 3M | +36.5% | -9.3% | +45.8% | +37.8% |
| 6M | +104.6% | -1.1% | +105.7% | +103.3% |
| YTD | +155.8% | -16.6% | +172.4% | +158.6% |
| 1Y | +340.7% | -22.0% | +362.7% | +347.9% |
| 3Y | +519.9% | +470.2% | +49.8% | +381.3% |
| All | +696.9% | +574.4% | +122.5% | +497.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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