+770.5%
TSEM vs RVMD
+622.3%
+148.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -4.9% | -3.0% | -1.9% | -4.4% |
| 30D | -18.7% | -0.7% | -18.0% | -18.7% |
| 3M | -18.1% | +36.5% | -54.7% | -21.5% |
| 6M | +77.1% | +104.6% | -27.5% | +59.1% |
| YTD | +80.1% | +155.8% | -75.7% | +55.7% |
| 1Y | +220.4% | +340.7% | -120.3% | +156.7% |
| 3Y | +650.1% | +519.9% | +130.1% | +456.7% |
| 5Y | +628.9% | +584.9% | +43.9% | +403.3% |
| All | +770.5% | +622.3% | +148.1% | +453.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling