-25.1%
TGT vs RVMD
+576.1%
-601.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -5.2% | -3.0% | -2.3% | -4.9% |
| 30D | +1.2% | -0.7% | +1.9% | +1.2% |
| 3M | +18.4% | +36.5% | -18.2% | +14.2% |
| 6M | +33.4% | +104.6% | -71.2% | +21.6% |
| YTD | +63.8% | +155.8% | -92.0% | +43.9% |
| 1Y | +77.2% | +340.7% | -263.5% | +44.1% |
| 3Y | +41.8% | +519.9% | -478.1% | +6.3% |
| All | -25.1% | +576.1% | -601.2% | -48.8% |
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 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