-45.7%
TOST vs RVMD
+556.7%
-602.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -3.4% | +1.0% | -4.4% | -3.7% |
| 30D | -2.4% | +6.4% | -8.9% | -4.5% |
| 3M | +34.6% | +34.9% | -0.3% | +22.2% |
| 6M | +15.2% | +107.6% | -92.3% | -10.8% |
| YTD | -4.4% | +163.7% | -168.1% | -33.6% |
| 1Y | -17.4% | +439.2% | -456.6% | -56.1% |
| 3Y | +54.5% | +499.2% | -444.7% | -27.4% |
| All | -45.7% | +556.7% | -602.4% | -78.3% |
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