-85.1%
TTD vs RVMD
+425.4%
-510.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +2.0% |
| 7D | +21.3% | -10.4% | +31.7% | +24.7% |
| 30D | +28.7% | -11.0% | +39.7% | +32.2% |
| 3M | +7.7% | -14.7% | +22.4% | +11.4% |
| 6M | -23.5% | +14.9% | -38.4% | -27.6% |
| YTD | -58.7% | +116.3% | -175.0% | -69.0% |
| 1Y | -63.4% | +167.6% | -231.0% | -74.4% |
| 3Y | -75.3% | +776.8% | -852.1% | -88.9% |
| All | -85.1% | +425.4% | -510.6% | -93.1% |
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 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