-53.2%
TE vs RMD
+53.4%
-106.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -4.0% | -5.0% | +1.0% | -2.9% |
| 30D | -15.9% | +2.2% | -18.1% | -16.5% |
| 3M | -60.5% | +17.8% | -78.4% | -62.6% |
| 6M | -35.2% | -11.3% | -23.9% | -33.6% |
| YTD | -31.1% | -4.4% | -26.7% | -31.3% |
| 1Y | +148.6% | -15.7% | +164.4% | +156.4% |
| 3Y | -26.4% | +47.7% | -74.1% | -37.4% |
| 5Y | -48.0% | -19.2% | -28.8% | -52.4% |
| All | -53.2% | +53.4% | -106.5% | -55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling