+10.6%
TMO vs RMD
-23.0%
+33.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | -0.6% | -4.4% | +3.8% | +0.8% |
| 30D | +1.1% | -3.1% | +4.3% | +2.1% |
| 3M | +28.3% | +13.8% | +14.6% | +22.5% |
| 6M | +23.3% | -8.6% | +31.8% | +26.1% |
| YTD | +5.5% | -8.6% | +14.1% | +7.7% |
| 1Y | +24.5% | -19.7% | +44.2% | +32.4% |
| 3Y | +19.6% | +48.4% | -28.8% | -0.4% |
| All | +10.6% | -23.0% | +33.6% | +20.6% |
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