+711.2%
TSM vs RVMD
+644.5%
+66.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +2.9% |
| 7D | +2.7% | +1.0% | +1.7% | +2.6% |
| 30D | +3.6% | +6.4% | -2.8% | +2.6% |
| 3M | -3.4% | +34.9% | -38.3% | -7.4% |
| 6M | +20.6% | +107.6% | -86.9% | +7.5% |
| YTD | +41.9% | +163.7% | -121.8% | +20.8% |
| 1Y | +84.4% | +439.2% | -354.8% | +40.1% |
| 3Y | +380.2% | +499.2% | -119.0% | +245.2% |
| 5Y | +275.3% | +621.7% | -346.4% | +144.3% |
| All | +711.2% | +644.5% | +66.8% | +379.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling