-19.8%
TLT vs RMD
+269.7%
-289.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | -0.3% | -4.7% | +4.5% | -0.3% |
| 30D | 0.0% | +0.2% | -0.3% | 0.0% |
| 3M | -2.9% | +12.0% | -14.9% | -2.7% |
| 6M | -6.3% | -12.5% | +6.3% | -6.4% |
| YTD | -3.3% | -7.9% | +4.6% | -3.4% |
| 1Y | -4.2% | -20.4% | +16.2% | -4.5% |
| 3Y | -1.7% | +53.1% | -54.8% | +0.5% |
| 5Y | -34.9% | -22.1% | -12.8% | -36.1% |
| 10Y | -19.8% | +275.4% | -295.2% | -9.8% |
| All | -19.8% | +269.7% | -289.5% | -9.8% |
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