+518.6%
RVMD vs TW
+20.3%
+498.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.1% |
| 7D | -3.6% | -2.7% | -0.8% | -3.7% |
| 30D | -1.1% | -1.7% | +0.7% | -1.1% |
| 3M | +41.0% | +1.6% | +39.4% | +41.2% |
| 6M | +105.7% | -17.7% | +123.4% | +107.3% |
| YTD | +155.3% | -4.3% | +159.7% | +157.4% |
| 1Y | +402.7% | -13.1% | +415.8% | +412.1% |
| All | +518.6% | +20.3% | +498.4% | +696.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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