+53.9%
RMD vs TD
+128.4%
-74.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.9% |
| 7D | -4.5% | +0.9% | -5.3% | -4.7% |
| 30D | +4.6% | -0.7% | +5.2% | +4.7% |
| 3M | +14.8% | +6.3% | +8.5% | +12.0% |
| 6M | -12.1% | +27.9% | -40.0% | -19.8% |
| YTD | -7.5% | +29.8% | -37.3% | -16.0% |
| 1Y | -20.1% | +63.7% | -83.7% | -33.1% |
| 3Y | +53.9% | +128.3% | -74.4% | +12.3% |
| All | +53.9% | +128.4% | -74.5% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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