-3.0%
TFC vs RMD
-6.2%
+3.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.5% |
| 7D | +1.2% | +2.3% | -1.1% | +0.6% |
| 30D | +8.3% | +4.1% | +4.2% | +7.0% |
| 3M | -5.2% | +5.7% | -10.9% | -7.0% |
| 6M | -0.8% | +12.9% | -13.7% | -4.8% |
| YTD | +3.4% | -1.5% | +5.0% | +3.0% |
| 1Y | +17.0% | -4.8% | +21.8% | +17.5% |
| 3Y | +86.2% | +57.5% | +28.7% | +56.3% |
| All | -3.0% | -6.2% | +3.2% | -6.5% |
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