+626.7%
RVMD vs TMF
-88.0%
+714.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | +1.0% | -1.4% | +2.5% | +1.1% |
| 30D | +6.4% | -2.8% | +9.3% | +6.5% |
| 3M | +34.9% | -10.9% | +45.8% | +35.2% |
| 6M | +107.6% | -21.3% | +128.9% | +108.4% |
| YTD | +163.7% | -15.9% | +179.6% | +164.5% |
| 1Y | +439.2% | -15.7% | +454.9% | +441.0% |
| 3Y | +499.2% | -43.4% | +542.6% | +497.2% |
| 5Y | +621.7% | -87.8% | +709.5% | +516.9% |
| All | +626.7% | -88.0% | +714.7% | +493.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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