-12.6%
TLT vs RMD
+347.3%
-359.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -3.1% | +2.1% | -5.2% | -3.1% |
| 30D | +1.0% | +2.1% | -1.0% | +1.1% |
| 3M | -2.7% | +6.2% | -9.0% | -2.6% |
| 6M | -4.1% | +19.4% | -23.5% | -3.9% |
| YTD | -5.4% | +0.5% | -5.9% | -5.3% |
| 1Y | -7.0% | -3.9% | -3.1% | -7.1% |
| 3Y | +2.8% | +72.5% | -69.7% | +5.4% |
| 5Y | -35.4% | -1.5% | -33.8% | -35.7% |
| All | -12.6% | +347.3% | -359.9% | -3.5% |
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 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