+245.7%
TSM vs RMD
-6.0%
+251.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.5% |
| 7D | -2.5% | +1.2% | -3.7% | -2.9% |
| 30D | -14.3% | +2.5% | -16.7% | -14.9% |
| 3M | -7.2% | +11.5% | -18.8% | -10.1% |
| 6M | -5.1% | +14.7% | -19.8% | -9.4% |
| YTD | +28.9% | -1.3% | +30.2% | +28.2% |
| 1Y | +37.1% | -5.3% | +42.4% | +37.8% |
| 3Y | +341.5% | +68.8% | +272.7% | +260.8% |
| 5Y | +245.7% | -5.9% | +251.6% | +240.2% |
| All | +245.7% | -6.0% | +251.7% | +240.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling