+605.1%
RVMD vs TSN
-19.1%
+624.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.2% |
| 7D | -3.0% | +3.0% | -6.0% | -4.2% |
| 30D | -0.7% | -4.2% | +3.5% | +0.7% |
| 3M | +36.5% | -3.9% | +40.4% | +37.7% |
| 6M | +104.6% | -9.8% | +114.4% | +109.9% |
| YTD | +155.8% | -7.3% | +163.1% | +157.6% |
| 1Y | +340.7% | -2.2% | +342.9% | +331.4% |
| 3Y | +519.9% | +11.9% | +508.0% | +454.0% |
| 5Y | +584.9% | -16.9% | +601.9% | +595.8% |
| All | +605.1% | -19.1% | +624.2% | +630.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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