+214.9%
TRV vs RVMD
+622.3%
-407.4%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.1% |
| 7D | +1.9% | -3.0% | +4.9% | +2.1% |
| 30D | +1.7% | -0.7% | +2.4% | +1.7% |
| 3M | +23.9% | +36.5% | -12.7% | +21.1% |
| 6M | +26.3% | +104.6% | -78.3% | +19.0% |
| YTD | +30.8% | +155.8% | -125.0% | +20.4% |
| 1Y | +36.3% | +340.7% | -304.4% | +19.8% |
| 3Y | +145.0% | +519.9% | -374.9% | +104.3% |
| 5Y | +163.9% | +584.9% | -421.1% | +111.3% |
| All | +214.9% | +622.3% | -407.4% | +114.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling