-44.4%
TOST vs RVMD
+525.9%
-570.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.8% | -0.9% |
| 7D | +4.0% | +6.4% | -2.3% | +1.8% |
| 30D | +11.1% | +5.5% | +5.6% | +8.6% |
| 3M | +0.8% | -2.4% | +3.3% | +0.6% |
| 6M | +38.8% | +41.1% | -2.3% | +23.1% |
| YTD | -2.1% | +151.3% | -153.4% | -31.5% |
| 1Y | -6.0% | +228.1% | -234.1% | -40.3% |
| 3Y | +149.8% | +899.8% | -750.0% | +0.6% |
| 5Y | -42.8% | +514.0% | -556.7% | -76.9% |
| All | -44.4% | +525.9% | -570.2% | -77.6% |
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