+329.8%
TT vs RVMD
+636.2%
-306.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +1.4% | -0.7% | +2.2% | +1.5% |
| 30D | -6.7% | +0.3% | -7.0% | -6.7% |
| 3M | -5.4% | +38.9% | -44.3% | -8.7% |
| 6M | +4.4% | +108.1% | -103.7% | -4.2% |
| YTD | +14.9% | +160.7% | -145.8% | +2.1% |
| 1Y | +9.3% | +407.3% | -398.0% | -10.3% |
| 3Y | +121.7% | +546.6% | -424.8% | +72.1% |
| 5Y | +148.2% | +579.8% | -431.7% | +82.2% |
| All | +329.8% | +636.2% | -306.4% | +188.7% |
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