+270.1%
TSM vs RVMD
+443.1%
-173.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.6% |
| 7D | +14.8% | -0.7% | +15.6% | +14.9% |
| 30D | -8.9% | -6.4% | -2.5% | -8.1% |
| 3M | -5.3% | -14.1% | +8.8% | -3.5% |
| 6M | +2.6% | +21.0% | -18.4% | -0.1% |
| YTD | +34.5% | +121.4% | -86.9% | +18.5% |
| 1Y | +41.0% | +167.9% | -126.9% | +20.7% |
| 3Y | +333.1% | +794.7% | -461.6% | +205.3% |
| 5Y | +270.1% | +437.2% | -167.1% | +154.2% |
| All | +270.1% | +443.1% | -173.0% | +154.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling