+617.4%
RVMD vs TSN
-20.2%
+637.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -2.0% |
| 7D | -1.2% | -5.0% | +3.8% | +0.7% |
| 30D | +1.1% | -9.1% | +10.1% | +4.7% |
| 3M | +39.6% | -7.4% | +47.0% | +43.0% |
| 6M | +110.7% | -13.4% | +124.1% | +119.9% |
| YTD | +160.3% | -8.5% | +168.8% | +163.6% |
| 1Y | +404.9% | -3.2% | +408.1% | +396.6% |
| 3Y | +545.5% | +11.5% | +534.0% | +477.3% |
| 5Y | +584.7% | -19.5% | +604.2% | +606.5% |
| All | +617.4% | -20.2% | +637.6% | +647.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling