+618.6%
RVMD vs TRGP
+808.2%
-189.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | -0.7% | -0.7% | 0.0% | -0.6% |
| 30D | +0.3% | +9.5% | -9.1% | -2.1% |
| 3M | +38.9% | +10.8% | +28.1% | +34.6% |
| 6M | +108.1% | +25.3% | +82.8% | +94.4% |
| YTD | +160.7% | +60.3% | +100.5% | +127.1% |
| 1Y | +407.3% | +84.6% | +322.7% | +323.5% |
| 3Y | +546.6% | +264.4% | +282.2% | +343.0% |
| 5Y | +579.8% | +636.6% | -56.8% | +284.4% |
| All | +618.6% | +808.2% | -189.5% | +192.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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