-23.0%
TNA vs RVMD
+576.1%
-599.1%
-82.4%
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% | +1.0% |
| 7D | -7.3% | -3.0% | -4.3% | -6.0% |
| 30D | -14.2% | -0.7% | -13.4% | -14.1% |
| 3M | -4.6% | +36.5% | -41.1% | -17.8% |
| 6M | +36.9% | +104.6% | -67.7% | -7.2% |
| YTD | +42.5% | +155.8% | -113.3% | -17.6% |
| 1Y | +45.8% | +340.7% | -294.9% | -37.5% |
| 3Y | +104.7% | +519.9% | -415.3% | -31.5% |
| All | -23.0% | +576.1% | -599.1% | -78.3% |
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 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