+333.4%
TT vs RVMD
+644.5%
-311.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | 0.0% | +1.0% | -1.0% | -0.1% |
| 30D | -7.2% | +6.4% | -13.6% | -7.8% |
| 3M | -3.0% | +34.9% | -37.9% | -6.1% |
| 6M | +1.4% | +107.6% | -106.2% | -7.0% |
| YTD | +15.9% | +163.7% | -147.8% | +2.8% |
| 1Y | +9.4% | +439.2% | -429.8% | -10.8% |
| 3Y | +124.4% | +499.2% | -374.8% | +75.7% |
| 5Y | +138.0% | +621.7% | -483.7% | +73.5% |
| All | +333.4% | +644.5% | -311.1% | +190.8% |
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 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