+2.8%
TLT vs RVMD
+781.3%
-778.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.4% |
| 7D | -3.1% | -10.4% | +7.3% | -2.9% |
| 30D | +1.0% | -11.0% | +12.0% | +1.2% |
| 3M | -2.7% | -14.7% | +12.0% | -2.5% |
| 6M | -4.1% | +14.9% | -19.1% | -4.5% |
| YTD | -5.4% | +116.3% | -121.7% | -7.2% |
| 1Y | -7.0% | +167.6% | -174.6% | -9.3% |
| 3Y | +2.8% | +776.8% | -774.0% | -6.2% |
| All | +2.8% | +781.3% | -778.4% | -6.2% |
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 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