-48.9%
TTD vs RVMD
+510.7%
-559.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.3% |
| 6M | -23.5% | +14.9% | -38.4% | -27.5% |
| YTD | -58.7% | +116.3% | -175.0% | -68.6% |
| 1Y | -63.4% | +167.6% | -231.0% | -74.0% |
| 3Y | -75.3% | +776.8% | -852.1% | -88.2% |
| 5Y | -84.4% | +424.8% | -509.2% | -92.5% |
| All | -48.9% | +510.7% | -559.6% | -80.8% |
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