+1,282.5%
TSEM vs RMD
+274.3%
+1,008.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.8% |
| 7D | -4.9% | -4.4% | -0.5% | -3.7% |
| 30D | -18.7% | -3.1% | -15.6% | -18.2% |
| 3M | -18.1% | +13.8% | -31.9% | -22.6% |
| 6M | +77.1% | -8.6% | +85.7% | +79.2% |
| YTD | +80.1% | -8.6% | +88.8% | +81.9% |
| 1Y | +220.4% | -19.7% | +240.1% | +236.7% |
| 3Y | +650.1% | +48.4% | +601.7% | +517.6% |
| 5Y | +628.9% | -22.7% | +651.6% | +643.5% |
| All | +1,282.5% | +274.3% | +1,008.2% | +683.7% |
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