-53.2%
TTD vs RVMD
+622.3%
-675.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.6% |
| 7D | -0.6% | -3.0% | +2.4% | +0.2% |
| 30D | +6.3% | -0.7% | +7.0% | +6.3% |
| 3M | -24.1% | +36.5% | -60.7% | -30.9% |
| 6M | -47.4% | +104.6% | -152.0% | -58.1% |
| YTD | -62.2% | +155.8% | -218.1% | -72.4% |
| 1Y | -68.3% | +340.7% | -409.0% | -80.4% |
| 3Y | -83.4% | +519.9% | -603.4% | -91.5% |
| 5Y | -80.3% | +584.9% | -665.2% | -91.2% |
| All | -53.2% | +622.3% | -675.6% | -83.0% |
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 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