+208.5%
TRV vs RVMD
+620.8%
-412.4%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.7% |
| 7D | -1.5% | -3.6% | +2.1% | -1.2% |
| 30D | -1.8% | -1.1% | -0.7% | -1.8% |
| 3M | +21.6% | +41.0% | -19.5% | +18.5% |
| 6M | +22.5% | +105.7% | -83.2% | +15.3% |
| YTD | +28.1% | +155.3% | -127.2% | +18.0% |
| 1Y | +37.0% | +402.7% | -365.7% | +19.0% |
| 3Y | +141.9% | +533.1% | -391.2% | +101.3% |
| 5Y | +158.5% | +583.5% | -425.0% | +107.0% |
| All | +208.5% | +620.8% | -412.4% | +110.5% |
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