-9.3%
TDG vs RVMD
+430.6%
-440.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | -2.0% | +1.0% | -3.0% | -2.1% |
| 30D | -7.4% | +6.4% | -13.8% | -7.7% |
| 3M | -5.4% | +34.9% | -40.3% | -7.0% |
| 6M | -11.6% | +107.6% | -119.2% | -15.3% |
| YTD | -12.6% | +163.7% | -176.3% | -17.0% |
| 1Y | -9.3% | +439.2% | -448.5% | -15.7% |
| All | -9.3% | +430.6% | -440.0% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 1y: compounded portfolio wealth divided by compounded RVMD 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…
1y analysis · Full analysis span regression · 6 months rolling