+776.8%
RVMD vs TLN
+580.6%
+196.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -1.9% |
| 7D | -10.4% | +11.0% | -21.4% | -11.9% |
| 30D | -11.0% | +4.9% | -15.9% | -11.8% |
| 3M | -14.7% | +4.9% | -19.6% | -15.9% |
| 6M | +14.9% | +7.1% | +7.8% | +12.3% |
| YTD | +116.3% | +0.3% | +116.0% | +111.5% |
| 1Y | +167.6% | +5.9% | +161.7% | +159.3% |
| 3Y | +776.8% | +578.5% | +198.3% | +511.0% |
| All | +776.8% | +580.6% | +196.2% | +511.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling