+82.9%
TMO vs RVMD
+620.8%
-537.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.2% |
| 7D | -2.5% | -3.6% | +1.1% | -2.1% |
| 30D | -0.3% | -1.1% | +0.8% | -0.2% |
| 3M | +25.3% | +41.0% | -15.8% | +20.9% |
| 6M | +20.9% | +105.7% | -84.8% | +11.7% |
| YTD | +4.3% | +155.3% | -151.0% | -6.2% |
| 1Y | +27.0% | +402.7% | -375.7% | +6.6% |
| 3Y | +17.5% | +533.1% | -515.6% | -5.8% |
| 5Y | +6.9% | +583.5% | -576.6% | -18.7% |
| All | +82.9% | +620.8% | -537.9% | +31.7% |
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