+605.1%
RVMD vs TXG
-21.8%
+626.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | -0.8% |
| 7D | -3.0% | +9.5% | -12.5% | -5.6% |
| 30D | -0.7% | +18.8% | -19.5% | -6.1% |
| 3M | +36.5% | +136.1% | -99.6% | +3.4% |
| 6M | +104.6% | +235.2% | -130.6% | +36.9% |
| YTD | +155.8% | +320.5% | -164.7% | +57.6% |
| 1Y | +340.7% | +425.2% | -84.5% | +145.3% |
| 3Y | +519.9% | +42.9% | +477.0% | +383.4% |
| 5Y | +584.9% | -62.8% | +647.8% | +686.5% |
| All | +605.1% | -21.8% | +626.9% | +379.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 10y: compounded portfolio wealth divided by compounded TXG 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…
10y analysis · Full analysis span regression · 6 months rolling