+9.6%
TFC vs RVMD
+17.3%
-7.7%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.2% |
| 7D | +2.3% | -10.4% | +12.7% | +2.3% |
| 30D | +10.8% | -11.0% | +21.8% | +11.0% |
| 3M | -3.8% | -14.7% | +10.9% | -3.4% |
| 6M | +9.6% | +14.9% | -5.3% | +16.2% |
| All | +9.6% | +17.3% | -7.7% | +16.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling