-18.3%
TOST vs RVMD
+414.4%
-432.7%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.7% | -1.8% |
| 7D | -0.9% | -1.2% | +0.3% | -0.8% |
| 30D | -3.5% | +1.1% | -4.5% | -3.6% |
| 3M | +38.1% | +39.6% | -1.5% | +33.0% |
| 6M | +9.9% | +110.7% | -100.8% | +0.7% |
| YTD | -6.3% | +160.3% | -166.5% | -15.7% |
| 1Y | -18.3% | +404.9% | -423.2% | -30.8% |
| All | -18.3% | +414.4% | -432.7% | -30.8% |
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