+407.0%
TSM vs RVMD
+549.6%
-142.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +4.8% | -0.7% | +5.5% | +4.9% |
| 30D | +4.0% | +0.3% | +3.7% | +4.0% |
| 3M | +2.0% | +38.9% | -36.9% | -1.3% |
| 6M | +25.5% | +108.1% | -82.6% | +16.2% |
| YTD | +44.0% | +160.7% | -116.7% | +29.5% |
| 1Y | +75.4% | +407.3% | -331.9% | +44.8% |
| All | +407.0% | +549.6% | -142.6% | +313.7% |
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