+656.2%
TSM vs RVMD
+510.7%
+145.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.3% |
| 7D | +6.2% | -10.4% | +16.6% | +7.8% |
| 30D | -7.3% | -11.0% | +3.7% | -5.7% |
| 3M | -7.1% | -14.7% | +7.6% | -5.2% |
| 6M | +0.2% | +14.9% | -14.7% | -1.9% |
| YTD | +32.2% | +116.3% | -84.1% | +15.6% |
| 1Y | +42.8% | +167.6% | -124.8% | +20.8% |
| 3Y | +330.4% | +776.8% | -446.4% | +197.8% |
| 5Y | +263.9% | +424.8% | -160.9% | +148.9% |
| All | +656.2% | +510.7% | +145.4% | +359.2% |
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 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