+442.1%
RVMD vs TSN
-14.8%
+457.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | -10.4% | -1.4% | -9.0% | -10.0% |
| 30D | -11.0% | +8.5% | -19.5% | -13.0% |
| 3M | -14.7% | +5.3% | -20.0% | -16.2% |
| 6M | +14.9% | -10.5% | +25.4% | +18.4% |
| YTD | +116.3% | +3.0% | +113.4% | +110.1% |
| 1Y | +167.6% | +12.1% | +155.5% | +151.2% |
| 3Y | +776.8% | +43.1% | +733.7% | +609.5% |
| All | +442.1% | -14.8% | +457.0% | +499.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling