-44.8%
TOST vs RMD
-15.4%
-29.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.3% |
| 7D | +3.0% | +3.1% | -0.1% | +1.3% |
| 30D | +10.3% | +1.8% | +8.5% | +8.9% |
| 3M | -3.3% | +6.7% | -10.0% | -7.1% |
| 6M | +37.8% | +13.9% | +23.9% | +26.7% |
| YTD | -2.8% | -2.0% | -0.8% | -3.3% |
| 1Y | -9.6% | -5.4% | -4.2% | -8.4% |
| 3Y | +144.6% | +67.4% | +77.3% | +56.3% |
| 5Y | -31.0% | -5.7% | -25.2% | -34.3% |
| All | -44.8% | -15.4% | -29.4% | -41.4% |
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