+496.2%
RVMD vs TXT
+72.4%
+423.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.0% |
| 7D | -10.4% | +0.1% | -10.5% | -10.4% |
| 30D | -11.0% | +13.3% | -24.3% | -16.2% |
| 3M | -14.7% | -5.0% | -9.7% | -13.3% |
| 6M | +14.9% | -8.4% | +23.3% | +18.1% |
| YTD | +116.3% | -4.0% | +120.3% | +116.5% |
| 1Y | +167.6% | +2.8% | +164.8% | +159.8% |
| 3Y | +776.8% | +10.3% | +766.5% | +708.3% |
| 5Y | +424.8% | +9.2% | +415.6% | +382.7% |
| All | +496.2% | +72.4% | +423.8% | +312.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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