+75.7%
TFC vs RMD
+347.3%
-271.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | +2.3% | +2.1% | +0.2% | +1.7% |
| 30D | +10.8% | +2.1% | +8.7% | +10.0% |
| 3M | -3.8% | +6.2% | -10.0% | -5.7% |
| 6M | +9.6% | +19.4% | -9.8% | +3.4% |
| YTD | +5.8% | +0.5% | +5.2% | +4.7% |
| 1Y | +16.2% | -3.9% | +20.1% | +16.4% |
| 3Y | +96.0% | +72.5% | +23.4% | +60.6% |
| 5Y | +1.7% | -1.5% | +3.2% | -3.3% |
| All | +75.7% | +347.3% | -271.7% | +21.0% |
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