+626.7%
RVMD vs TYL
+8.6%
+618.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | +1.3% |
| 7D | +1.0% | -3.7% | +4.7% | +2.6% |
| 30D | +6.4% | +18.7% | -12.3% | -1.3% |
| 3M | +34.9% | +18.1% | +16.8% | +23.7% |
| 6M | +107.6% | -1.1% | +108.7% | +104.7% |
| YTD | +163.7% | -19.8% | +183.5% | +183.5% |
| 1Y | +439.2% | -34.3% | +473.5% | +540.4% |
| 3Y | +499.2% | -8.2% | +507.4% | +470.4% |
| 5Y | +621.7% | -25.4% | +647.1% | +650.0% |
| All | +626.7% | +8.6% | +618.1% | +593.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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