+10.6%
TMO vs RVMD
+576.1%
-565.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -0.6% | -3.0% | +2.3% | -0.3% |
| 30D | +1.1% | -0.7% | +1.9% | +1.2% |
| 3M | +28.3% | +36.5% | -8.2% | +23.4% |
| 6M | +23.3% | +104.6% | -81.3% | +12.1% |
| YTD | +5.5% | +155.8% | -150.4% | -7.4% |
| 1Y | +24.5% | +340.7% | -316.1% | +1.9% |
| 3Y | +19.6% | +519.9% | -500.4% | -9.1% |
| All | +10.6% | +576.1% | -565.5% | -23.1% |
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