-44.5%
TOST vs RMD
-13.2%
-31.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.3% |
| 7D | 0.0% | +2.1% | -2.1% | -1.1% |
| 30D | +16.2% | +2.1% | +14.1% | +14.5% |
| 3M | -1.5% | +6.2% | -7.8% | -5.2% |
| 6M | +55.3% | +19.4% | +35.9% | +39.2% |
| YTD | -2.3% | +0.5% | -2.9% | -4.2% |
| 1Y | -5.5% | -3.9% | -1.6% | -5.0% |
| 3Y | +151.1% | +72.5% | +78.6% | +57.6% |
| 5Y | -27.9% | -1.5% | -26.4% | -33.4% |
| All | -44.5% | -13.2% | -31.4% | -41.9% |
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 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