+644.7%
TSEM vs RMD
-22.9%
+667.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | +4.7% | -4.7% | +9.4% | +5.4% |
| 30D | -14.2% | +0.2% | -14.5% | -14.4% |
| 3M | -5.0% | +12.0% | -17.1% | -7.8% |
| 6M | +87.6% | -12.5% | +100.1% | +92.7% |
| YTD | +84.4% | -7.9% | +92.4% | +87.2% |
| 1Y | +235.4% | -20.4% | +255.8% | +251.6% |
| 3Y | +668.0% | +53.1% | +614.9% | +578.5% |
| 5Y | +644.7% | -22.1% | +666.9% | +712.1% |
| All | +644.7% | -22.9% | +667.7% | +712.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling