+679.5%
TSEM vs RMD
+52.4%
+627.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.9% |
| 7D | +10.4% | -4.5% | +14.9% | +10.7% |
| 30D | -12.9% | +4.6% | -17.5% | -13.2% |
| 3M | -9.2% | +14.8% | -24.0% | -11.4% |
| 6M | +98.8% | -12.1% | +110.8% | +105.7% |
| YTD | +87.2% | -7.5% | +94.7% | +91.7% |
| 1Y | +239.0% | -20.1% | +259.0% | +258.3% |
| 3Y | +679.5% | +53.9% | +625.6% | +607.4% |
| All | +679.5% | +52.4% | +627.1% | +607.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling