-80.8%
TTD vs RVMD
+560.0%
-640.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.2% |
| 7D | -7.4% | -3.6% | -3.9% | -6.6% |
| 30D | +3.0% | -1.1% | +4.1% | +3.1% |
| 3M | -27.6% | +41.0% | -68.6% | -34.6% |
| 6M | -49.5% | +105.7% | -155.2% | -59.9% |
| YTD | -63.2% | +155.3% | -218.5% | -73.2% |
| 1Y | -69.7% | +402.7% | -472.4% | -82.5% |
| 3Y | -83.3% | +533.1% | -616.4% | -91.8% |
| 5Y | -80.8% | +583.5% | -664.3% | -92.5% |
| All | -80.8% | +560.0% | -640.8% | -92.5% |
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