-30.2%
TLT vs RVMD
+644.5%
-674.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -0.4% | +1.0% | -1.5% | -0.4% |
| 30D | -0.6% | +6.4% | -7.0% | -0.6% |
| 3M | -2.7% | +34.9% | -37.6% | -2.8% |
| 6M | -5.6% | +107.6% | -113.2% | -5.8% |
| YTD | -2.8% | +163.7% | -166.5% | -3.0% |
| 1Y | -1.4% | +439.2% | -440.6% | -1.7% |
| 3Y | -1.6% | +499.2% | -500.8% | -2.1% |
| 5Y | -33.8% | +621.7% | -655.5% | -33.8% |
| All | -30.2% | +644.5% | -674.7% | -27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling