+6.9%
RMD vs TLN
+583.6%
-576.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.8% | -4.1% | -0.5% |
| 7D | -5.0% | +7.1% | -12.0% | -5.3% |
| 30D | +2.2% | -3.9% | +6.1% | +2.3% |
| 3M | +17.8% | -16.2% | +34.0% | +18.5% |
| 6M | -11.3% | -5.8% | -5.5% | -11.6% |
| YTD | -4.4% | -15.4% | +11.0% | -4.4% |
| 1Y | -15.7% | -16.7% | +1.0% | -15.7% |
| 3Y | +47.7% | +473.8% | -426.0% | +29.6% |
| All | +6.9% | +583.6% | -576.7% | -7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling