+124.3%
TDG vs RVMD
+576.1%
-451.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -1.9% | -3.0% | +1.1% | -1.5% |
| 30D | -7.7% | -0.7% | -7.0% | -7.7% |
| 3M | -9.3% | +36.5% | -45.9% | -12.7% |
| 6M | -9.4% | +104.6% | -114.0% | -17.5% |
| YTD | -14.3% | +155.8% | -170.1% | -24.7% |
| 1Y | -11.8% | +340.7% | -352.5% | -28.0% |
| 3Y | +52.0% | +519.9% | -468.0% | +14.8% |
| All | +124.3% | +576.1% | -451.8% | +53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling