+145.0%
TT vs RVMD
+570.7%
-425.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.3% |
| 7D | +1.6% | -1.2% | +2.8% | +1.7% |
| 30D | -7.3% | +1.1% | -8.4% | -7.4% |
| 3M | -2.6% | +39.6% | -42.2% | -5.9% |
| 6M | +5.9% | +110.7% | -104.8% | -2.6% |
| YTD | +15.4% | +160.3% | -144.9% | +2.9% |
| 1Y | +8.2% | +404.9% | -396.7% | -10.7% |
| 3Y | +122.7% | +545.5% | -422.8% | +73.8% |
| 5Y | +145.0% | +584.7% | -439.7% | +75.8% |
| All | +145.0% | +570.7% | -425.8% | +75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling