-31.5%
TLT vs RVMD
+620.8%
-652.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -1.2% |
| 7D | -1.6% | -3.6% | +2.0% | -1.6% |
| 30D | -1.3% | -1.1% | -0.3% | -1.3% |
| 3M | -3.7% | +41.0% | -44.8% | -3.8% |
| 6M | -6.4% | +105.7% | -112.0% | -6.6% |
| YTD | -4.5% | +155.3% | -159.8% | -4.7% |
| 1Y | -5.9% | +402.7% | -408.6% | -6.1% |
| 3Y | -2.8% | +533.1% | -535.9% | -3.3% |
| 5Y | -35.1% | +583.5% | -618.6% | -35.1% |
| All | -31.5% | +620.8% | -652.3% | -28.5% |
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