+203.6%
TGT vs RMD
+274.3%
-70.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -5.2% | -4.4% | -0.8% | -4.1% |
| 30D | +1.2% | -3.1% | +4.3% | +2.0% |
| 3M | +18.4% | +13.8% | +4.6% | +14.0% |
| 6M | +33.4% | -8.6% | +42.0% | +35.8% |
| YTD | +63.8% | -8.6% | +72.4% | +66.3% |
| 1Y | +77.2% | -19.7% | +96.8% | +85.8% |
| 3Y | +41.8% | +48.4% | -6.6% | +23.2% |
| 5Y | -25.5% | -22.7% | -2.8% | -24.4% |
| All | +203.6% | +274.3% | -70.7% | +134.3% |
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