+710.8%
RVMD vs TLN
+602.5%
+108.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -1.7% |
| 7D | -1.2% | +10.9% | -12.1% | -2.8% |
| 30D | +1.1% | -6.3% | +7.4% | +1.8% |
| 3M | +39.6% | -10.7% | +50.3% | +41.2% |
| 6M | +110.7% | +1.6% | +109.1% | +108.4% |
| YTD | +160.3% | -13.1% | +173.4% | +161.5% |
| 1Y | +404.9% | -15.1% | +420.0% | +406.4% |
| 3Y | +545.5% | +495.0% | +50.4% | +398.1% |
| All | +710.8% | +602.5% | +108.3% | +503.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling