+621.7%
TSEM vs RVMD
+576.1%
+45.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -4.9% | -3.0% | -1.9% | -4.5% |
| 30D | -18.7% | -0.7% | -18.0% | -18.7% |
| 3M | -18.1% | +36.5% | -54.7% | -21.2% |
| 6M | +77.1% | +104.6% | -27.5% | +61.0% |
| YTD | +80.1% | +155.8% | -75.7% | +58.3% |
| 1Y | +220.4% | +340.7% | -120.3% | +163.5% |
| 3Y | +650.1% | +519.9% | +130.1% | +481.9% |
| All | +621.7% | +576.1% | +45.6% | +434.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling