-84.3%
TE vs RMD
-7.7%
-76.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.1% |
| 7D | -19.1% | +2.1% | -21.1% | -19.6% |
| 30D | -34.1% | +2.1% | -36.2% | -34.8% |
| 3M | -60.1% | +6.2% | -66.4% | -61.2% |
| 6M | -66.0% | +19.4% | -85.3% | -69.0% |
| YTD | -71.4% | +0.5% | -71.9% | -72.2% |
| 1Y | -45.3% | -3.9% | -41.3% | -45.8% |
| 3Y | +9.1% | +72.5% | -63.4% | -30.5% |
| All | -84.3% | -7.7% | -76.7% | -85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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