+55.6%
TOST vs RVMD
+530.7%
-475.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -3.4% | +1.0% | -4.4% | -3.6% |
| 30D | -2.4% | +6.4% | -8.9% | -3.7% |
| 3M | +34.6% | +34.9% | -0.3% | +26.6% |
| 6M | +15.2% | +107.6% | -92.3% | -1.9% |
| YTD | -4.4% | +163.7% | -168.1% | -24.0% |
| 1Y | -17.4% | +439.2% | -456.6% | -45.5% |
| All | +55.6% | +530.7% | -475.1% | +0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling