-0.8%
TOST vs RVMD
+244.4%
-245.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.8% | +2.7% | +5.2% |
| 7D | +10.7% | +5.8% | +4.9% | +10.1% |
| 30D | +17.7% | -3.8% | +21.6% | +18.1% |
| 3M | +4.6% | +3.2% | +1.4% | +4.0% |
| 6M | +20.3% | +35.0% | -14.8% | +15.8% |
| YTD | -0.4% | +150.7% | -151.1% | -10.3% |
| 1Y | -0.8% | +241.0% | -241.7% | -9.5% |
| All | -0.8% | +244.4% | -245.1% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling