+804.6%
TSEM vs RVMD
+634.9%
+169.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.0% |
| 7D | +10.4% | -1.2% | +11.6% | +10.6% |
| 30D | -12.9% | +1.1% | -14.0% | -13.1% |
| 3M | -9.2% | +39.6% | -48.8% | -13.2% |
| 6M | +98.8% | +110.7% | -11.9% | +77.9% |
| YTD | +87.2% | +160.3% | -73.1% | +61.4% |
| 1Y | +239.0% | +404.9% | -166.0% | +166.0% |
| 3Y | +679.5% | +545.5% | +134.0% | +475.2% |
| 5Y | +667.3% | +584.7% | +82.6% | +430.0% |
| All | +804.6% | +634.9% | +169.7% | +473.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling