+811.0%
TTMI vs RVMD
+622.3%
+188.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.1% | +3.3% |
| 7D | +0.7% | -3.0% | +3.6% | +1.2% |
| 30D | -8.4% | -0.7% | -7.7% | -8.4% |
| 3M | -32.5% | +36.5% | -69.0% | -36.1% |
| 6M | +32.5% | +104.6% | -72.1% | +14.9% |
| YTD | +83.2% | +155.8% | -72.6% | +51.2% |
| 1Y | +161.7% | +340.7% | -179.0% | +95.9% |
| 3Y | +890.1% | +519.9% | +370.2% | +573.1% |
| 5Y | +832.4% | +584.9% | +247.5% | +483.6% |
| All | +811.0% | +622.3% | +188.6% | +367.5% |
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 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