-7.9%
TNA vs RVMD
+636.2%
-644.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.2% |
| 7D | -3.6% | -0.7% | -2.9% | -3.2% |
| 30D | -10.1% | +0.3% | -10.4% | -10.5% |
| 3M | +2.7% | +38.9% | -36.2% | -13.7% |
| 6M | +38.4% | +108.1% | -69.7% | -11.1% |
| YTD | +45.4% | +160.7% | -115.3% | -21.4% |
| 1Y | +55.9% | +407.3% | -351.3% | -42.9% |
| 3Y | +109.8% | +546.6% | -436.8% | -38.6% |
| 5Y | -22.5% | +579.8% | -602.3% | -80.7% |
| All | -7.9% | +636.2% | -644.1% | -82.0% |
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 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