+397.0%
TSM vs RMD
+53.4%
+343.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.2% | +2.9% |
| 7D | +2.7% | -5.0% | +7.7% | +3.7% |
| 30D | +3.6% | +2.2% | +1.4% | +3.1% |
| 3M | -3.4% | +17.8% | -21.2% | -7.0% |
| 6M | +20.6% | -11.3% | +32.0% | +24.0% |
| YTD | +41.9% | -4.4% | +46.3% | +43.0% |
| 1Y | +84.4% | -15.7% | +100.1% | +91.3% |
| All | +397.0% | +53.4% | +343.6% | +348.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling