+131.2%
TLT vs RMD
+3,981.5%
-3,850.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.1% |
| 7D | -0.4% | -5.0% | +4.6% | -0.8% |
| 30D | -0.6% | +2.2% | -2.8% | -0.4% |
| 3M | -2.7% | +17.8% | -20.6% | -1.6% |
| 6M | -5.6% | -11.3% | +5.7% | -6.3% |
| YTD | -2.8% | -4.4% | +1.6% | -2.9% |
| 1Y | -1.4% | -15.7% | +14.3% | -2.4% |
| 3Y | -1.6% | +47.7% | -49.3% | +2.5% |
| 5Y | -33.8% | -19.2% | -14.6% | -34.5% |
| 10Y | -21.1% | +280.4% | -301.5% | -5.4% |
| All | +131.2% | +3,981.5% | -3,850.3% | +245.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling