+829.0%
TTMI vs RVMD
+576.1%
+252.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.3% |
| 3M | -32.5% | +36.5% | -69.0% | -36.2% |
| 6M | +32.5% | +104.6% | -72.1% | +14.4% |
| YTD | +83.2% | +155.8% | -72.6% | +50.3% |
| 1Y | +161.7% | +340.7% | -179.0% | +93.7% |
| 3Y | +890.1% | +519.9% | +370.2% | +566.3% |
| All | +829.0% | +576.1% | +252.9% | +451.4% |
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