+518.6%
RVMD vs TSN
+11.8%
+506.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.3% |
| 7D | -3.6% | +1.4% | -4.9% | -3.8% |
| 30D | -1.1% | -6.2% | +5.1% | 0.0% |
| 3M | +41.0% | -5.7% | +46.7% | +42.0% |
| 6M | +105.7% | -11.4% | +117.1% | +108.1% |
| YTD | +155.3% | -8.2% | +163.5% | +153.9% |
| 1Y | +402.7% | -2.0% | +404.7% | +387.7% |
| All | +518.6% | +11.8% | +506.8% | +342.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling