+603.6%
RVMD vs TW
+124.8%
+478.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.9% |
| 7D | -3.6% | -2.7% | -0.8% | -2.7% |
| 30D | -1.1% | -1.7% | +0.7% | -0.6% |
| 3M | +41.0% | +1.6% | +39.4% | +38.4% |
| 6M | +105.7% | -17.7% | +123.4% | +118.2% |
| YTD | +155.3% | -4.3% | +159.7% | +152.4% |
| 1Y | +402.7% | -13.1% | +415.8% | +416.8% |
| 3Y | +533.1% | +20.3% | +512.8% | +430.0% |
| 5Y | +583.5% | +22.0% | +561.6% | +449.7% |
| All | +603.6% | +124.8% | +478.8% | +270.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling