+340.7%
RVMD vs TSN
-1.7%
+342.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.3% |
| 7D | -3.0% | +3.0% | -6.0% | -2.8% |
| 30D | -0.7% | -4.2% | +3.5% | -0.9% |
| 3M | +36.5% | -3.9% | +40.4% | +36.3% |
| 6M | +104.6% | -9.8% | +114.4% | +101.5% |
| YTD | +155.8% | -7.3% | +163.1% | +148.4% |
| 1Y | +340.7% | -2.2% | +342.9% | +312.5% |
| All | +340.7% | -1.7% | +342.3% | +312.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling