+13,634.3%
TSM vs RMD
+17,282.4%
-3,648.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.2% | +3.0% |
| 7D | +2.7% | -5.0% | +7.7% | +4.2% |
| 30D | +3.6% | +2.2% | +1.4% | +2.7% |
| 3M | -3.4% | +17.8% | -21.2% | -8.8% |
| 6M | +20.6% | -11.3% | +32.0% | +23.8% |
| YTD | +41.9% | -4.4% | +46.3% | +42.0% |
| 1Y | +84.4% | -15.7% | +100.1% | +91.2% |
| 3Y | +380.2% | +47.7% | +332.5% | +309.9% |
| 5Y | +275.3% | -19.2% | +294.5% | +276.9% |
| 10Y | +1,751.4% | +280.4% | +1,471.0% | +1,038.4% |
| All | +13,634.3% | +17,282.4% | -3,648.1% | +3,561.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling