+23.9%
TFC vs RVMD
+620.8%
-597.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.4% | +0.7% |
| 7D | -2.5% | -3.6% | +1.1% | -2.0% |
| 30D | -2.8% | -1.1% | -1.8% | -2.8% |
| 3M | +2.1% | +41.0% | -38.9% | -3.2% |
| 6M | +10.1% | +105.7% | -95.6% | -3.1% |
| YTD | +5.4% | +155.3% | -149.9% | -11.6% |
| 1Y | +16.3% | +402.7% | -386.4% | -13.6% |
| 3Y | +95.9% | +533.1% | -437.2% | +34.2% |
| 5Y | +16.0% | +583.5% | -567.5% | -26.6% |
| All | +23.9% | +620.8% | -597.0% | -36.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling