+49.5%
RMD vs TRI
-19.2%
+68.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.2% |
| 7D | -4.7% | -8.4% | +3.7% | -3.3% |
| 30D | +0.2% | -6.5% | +6.7% | +1.3% |
| 3M | +12.0% | +18.6% | -6.6% | +8.6% |
| 6M | -12.5% | -10.4% | -2.1% | -11.3% |
| YTD | -7.9% | -23.7% | +15.8% | -1.4% |
| 1Y | -20.4% | -42.5% | +22.1% | -7.2% |
| All | +49.5% | -19.2% | +68.8% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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