-84.0%
TTD vs RVMD
+549.6%
-633.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -4.6% | -0.7% | -3.9% | -4.5% |
| 30D | +3.7% | +0.3% | +3.3% | +3.5% |
| 3M | -30.2% | +38.9% | -69.1% | -34.1% |
| 6M | -51.4% | +108.1% | -159.5% | -57.6% |
| YTD | -63.4% | +160.7% | -224.2% | -69.6% |
| 1Y | -73.5% | +407.3% | -480.8% | -80.9% |
| All | -84.0% | +549.6% | -633.6% | -89.1% |
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