+23.4%
TFC vs RVMD
+636.2%
-612.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -1.3% | -0.7% | -0.6% | -1.2% |
| 30D | -2.3% | +0.3% | -2.7% | -2.5% |
| 3M | +2.5% | +38.9% | -36.4% | -2.7% |
| 6M | +9.5% | +108.1% | -98.6% | -3.8% |
| YTD | +5.1% | +160.7% | -155.7% | -12.2% |
| 1Y | +15.5% | +407.3% | -391.8% | -14.4% |
| 3Y | +95.2% | +546.6% | -451.4% | +33.3% |
| 5Y | +14.5% | +579.8% | -565.3% | -27.3% |
| All | +23.4% | +636.2% | -612.8% | -37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling