-33.7%
TLT vs RMD
-21.0%
-12.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.2% |
| 7D | +0.4% | -4.5% | +4.9% | +0.7% |
| 30D | -0.3% | +4.6% | -4.9% | -0.6% |
| 3M | -1.7% | +14.8% | -16.5% | -2.8% |
| 6M | -4.9% | -12.1% | +7.2% | -4.2% |
| YTD | -2.8% | -7.5% | +4.7% | -2.5% |
| 1Y | -4.2% | -20.1% | +15.9% | -2.9% |
| 3Y | -1.1% | +53.9% | -55.0% | -4.3% |
| 5Y | -33.7% | -22.2% | -11.5% | -32.9% |
| All | -33.7% | -21.0% | -12.7% | -32.9% |
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