+12,629.9%
TSM vs RMD
+17,720.9%
-5,090.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.2% |
| 7D | -2.1% | +3.1% | -5.2% | -3.0% |
| 30D | -12.5% | +1.8% | -14.3% | -13.2% |
| 3M | -5.0% | +6.7% | -11.7% | -7.3% |
| 6M | -3.2% | +13.9% | -17.1% | -8.2% |
| YTD | +31.5% | -2.0% | +33.5% | +30.1% |
| 1Y | +35.7% | -5.4% | +41.1% | +35.5% |
| 3Y | +323.5% | +67.4% | +256.1% | +248.0% |
| 5Y | +263.4% | -5.7% | +269.1% | +247.4% |
| 10Y | +1,598.5% | +338.4% | +1,260.1% | +899.1% |
| All | +12,629.9% | +17,720.9% | -5,090.9% | +3,255.0% |
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