+41.8%
TGT vs RVMD
+537.4%
-495.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -5.2% | -3.0% | -2.3% | -5.0% |
| 30D | +1.2% | -0.7% | +1.9% | +1.2% |
| 3M | +18.4% | +36.5% | -18.2% | +15.2% |
| 6M | +33.4% | +104.6% | -71.2% | +24.3% |
| YTD | +63.8% | +155.8% | -92.0% | +47.4% |
| 1Y | +77.2% | +340.7% | -263.5% | +47.4% |
| 3Y | +41.8% | +519.9% | -478.1% | +7.9% |
| All | +41.8% | +537.4% | -495.6% | +7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling