-44.5%
TOST vs RVMD
+501.3%
-545.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.2% | -9.6% | -3.8% |
| 7D | +9.4% | +0.5% | +8.9% | +8.8% |
| 30D | +13.5% | -4.3% | +17.8% | +14.1% |
| 3M | -0.1% | -2.8% | +2.7% | -0.4% |
| 6M | +22.5% | +27.3% | -4.8% | +11.9% |
| YTD | -2.4% | +141.4% | -143.8% | -30.9% |
| 1Y | -4.7% | +213.3% | -218.0% | -38.6% |
| 3Y | +103.2% | +792.7% | -689.4% | -14.9% |
| 5Y | -41.2% | +470.6% | -511.8% | -75.6% |
| All | -44.5% | +501.3% | -545.8% | -77.4% |
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 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