+858.0%
TTMI vs RVMD
+536.1%
+322.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.5% | -1.1% |
| 7D | +6.0% | -3.6% | +9.6% | +6.8% |
| 30D | -6.4% | -1.1% | -5.4% | -6.2% |
| 3M | -28.9% | +41.0% | -70.0% | -33.5% |
| 6M | +26.9% | +105.7% | -78.8% | +8.5% |
| YTD | +77.3% | +155.3% | -78.0% | +43.5% |
| 1Y | +147.5% | +402.7% | -255.2% | +73.1% |
| All | +858.0% | +536.1% | +322.0% | +538.1% |
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