+91.5%
TT vs RVMD
+781.3%
-689.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.2% |
| 7D | +4.0% | -10.4% | +14.4% | +5.0% |
| 30D | -11.3% | -11.0% | -0.3% | -10.5% |
| 3M | -12.3% | -14.7% | +2.4% | -11.3% |
| 6M | -10.8% | +14.9% | -25.8% | -12.2% |
| YTD | +8.2% | +116.3% | -108.2% | -0.8% |
| 1Y | +1.5% | +167.6% | -166.1% | -9.5% |
| 3Y | +91.5% | +776.8% | -685.3% | +47.0% |
| All | +91.5% | +781.3% | -689.8% | +47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling