+795.2%
TTMI vs RVMD
+636.2%
+159.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.2% | -4.1% | -4.0% |
| 7D | +7.5% | -0.7% | +8.2% | +7.6% |
| 30D | -4.5% | +0.3% | -4.8% | -4.6% |
| 3M | -28.5% | +38.9% | -67.4% | -32.6% |
| 6M | +28.4% | +108.1% | -79.8% | +11.0% |
| YTD | +80.1% | +160.7% | -80.7% | +48.1% |
| 1Y | +161.0% | +407.3% | -246.2% | +90.1% |
| 3Y | +862.4% | +546.6% | +315.9% | +549.4% |
| 5Y | +812.9% | +579.8% | +233.1% | +471.8% |
| All | +795.2% | +636.2% | +159.0% | +357.8% |
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