-48.1%
TOST vs RVMD
+549.4%
-597.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | -4.7% | -0.7% | -3.9% | -4.5% |
| 30D | -9.1% | +0.3% | -9.4% | -9.4% |
| 3M | +29.8% | +38.9% | -9.1% | +16.8% |
| 6M | +10.0% | +108.1% | -98.1% | -14.9% |
| YTD | -8.6% | +160.7% | -169.4% | -36.3% |
| 1Y | -20.7% | +407.3% | -428.0% | -56.9% |
| 3Y | +55.7% | +546.6% | -490.9% | -29.2% |
| All | -48.1% | +549.4% | -597.5% | -79.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling