+76.5%
TNA vs RMD
+274.3%
-197.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.6% |
| 7D | -7.3% | -4.4% | -2.9% | -3.4% |
| 30D | -14.2% | -3.1% | -11.0% | -11.9% |
| 3M | -4.6% | +13.8% | -18.3% | -17.5% |
| 6M | +36.9% | -8.6% | +45.5% | +44.9% |
| YTD | +42.5% | -8.6% | +51.2% | +50.0% |
| 1Y | +45.8% | -19.7% | +65.4% | +73.4% |
| 3Y | +104.7% | +48.4% | +56.3% | +24.4% |
| 5Y | -21.7% | -22.7% | +1.0% | -5.4% |
| All | +76.5% | +274.3% | -197.8% | -42.0% |
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 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