+97.2%
TFC vs RMD
+269.7%
-172.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -1.3% | -4.7% | +3.4% | +0.1% |
| 30D | -2.3% | +0.2% | -2.6% | -2.5% |
| 3M | +2.5% | +12.0% | -9.5% | -1.2% |
| 6M | +9.5% | -12.5% | +22.0% | +13.1% |
| YTD | +5.1% | -7.9% | +13.0% | +6.8% |
| 1Y | +15.5% | -20.4% | +35.9% | +22.2% |
| 3Y | +95.2% | +53.1% | +42.0% | +65.6% |
| 5Y | +14.5% | -22.1% | +36.6% | +16.6% |
| 10Y | +97.2% | +275.4% | -178.2% | +37.3% |
| All | +97.2% | +269.7% | -172.5% | +37.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling