+10.3%
RMD vs TLN
+683.0%
-672.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.2% | -7.0% | 0.0% |
| 7D | +1.2% | +9.1% | -7.8% | +0.9% |
| 30D | +2.5% | -4.1% | +6.6% | +2.6% |
| 3M | +11.5% | +4.4% | +7.1% | +11.3% |
| 6M | +14.7% | -6.0% | +20.7% | +14.7% |
| YTD | -1.3% | -3.1% | +1.8% | -1.9% |
| 1Y | -5.3% | -6.1% | +0.8% | -5.7% |
| 3Y | +68.8% | +575.3% | -506.6% | +45.4% |
| All | +10.3% | +683.0% | -672.7% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling