+1,815.4%
TSM vs RMD
+269.7%
+1,545.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +4.8% | -4.7% | +9.5% | +6.3% |
| 30D | +4.0% | +0.2% | +3.8% | +3.8% |
| 3M | +2.0% | +12.0% | -10.0% | -2.6% |
| 6M | +25.5% | -12.5% | +38.0% | +29.8% |
| YTD | +44.0% | -7.9% | +51.9% | +46.0% |
| 1Y | +75.4% | -20.4% | +95.8% | +86.2% |
| 3Y | +406.7% | +53.1% | +353.6% | +315.5% |
| 5Y | +285.0% | -22.1% | +307.1% | +293.8% |
| 10Y | +1,815.4% | +275.4% | +1,540.0% | +1,123.1% |
| All | +1,815.4% | +269.7% | +1,545.7% | +1,123.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling