+337.7%
TSM vs RVMD
+802.0%
-464.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.6% |
| 7D | +14.8% | -0.7% | +15.6% | +14.8% |
| 30D | -8.9% | -6.4% | -2.5% | -8.0% |
| 3M | -5.3% | -14.1% | +8.8% | -3.4% |
| 6M | +2.6% | +21.0% | -18.4% | +0.2% |
| YTD | +34.5% | +121.4% | -86.9% | +19.0% |
| 1Y | +41.0% | +167.9% | -126.9% | +20.0% |
| All | +337.7% | +802.0% | -464.3% | +168.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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