+852.7%
TSEM vs RMD
+346.1%
+506.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.1% | -0.7% |
| 7D | +20.5% | +0.1% | +20.4% | +20.5% |
| 30D | -29.0% | +1.9% | -30.9% | -29.5% |
| 3M | -39.4% | +6.3% | -45.7% | -40.7% |
| 6M | -28.5% | +18.2% | -46.8% | -33.3% |
| YTD | +34.4% | +0.3% | +34.2% | +31.9% |
| 1Y | +48.3% | -4.3% | +52.6% | +47.6% |
| 3Y | +543.5% | +71.3% | +472.3% | +406.6% |
| 5Y | +331.4% | -1.8% | +333.2% | +302.9% |
| All | +852.7% | +346.1% | +506.5% | +394.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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