+2.9%
RMD vs TLN
+589.3%
-586.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.4% |
| 7D | -4.7% | +5.8% | -10.6% | -5.0% |
| 30D | +0.2% | -6.9% | +7.1% | +0.5% |
| 3M | +12.0% | -10.9% | +22.9% | +12.2% |
| 6M | -12.5% | -4.6% | -7.9% | -12.9% |
| YTD | -7.9% | -14.7% | +6.8% | -7.9% |
| 1Y | -20.4% | -17.9% | -2.5% | -20.3% |
| 3Y | +53.1% | +483.9% | -430.8% | +34.0% |
| All | +2.9% | +589.3% | -586.4% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling