-34.9%
TLT vs RVMD
+591.3%
-626.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | -0.3% | -0.7% | +0.5% | -0.3% |
| 30D | 0.0% | +0.3% | -0.4% | 0.0% |
| 3M | -2.9% | +38.9% | -41.7% | -3.6% |
| 6M | -6.3% | +108.1% | -114.4% | -7.9% |
| YTD | -3.3% | +160.7% | -164.1% | -5.6% |
| 1Y | -4.2% | +407.3% | -411.5% | -7.8% |
| 3Y | -1.7% | +546.6% | -548.2% | -6.8% |
| 5Y | -34.9% | +579.8% | -614.7% | -38.0% |
| All | -34.9% | +591.3% | -626.2% | -38.0% |
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