-40.6%
TOST vs RMD
-5.3%
-35.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.5% |
| 7D | +9.4% | +2.3% | +7.1% | +8.1% |
| 30D | +13.5% | +4.1% | +9.4% | +10.7% |
| 3M | -0.1% | +5.7% | -5.8% | -3.7% |
| 6M | +22.5% | +12.9% | +9.6% | +13.1% |
| YTD | -2.4% | -1.5% | -0.9% | -3.2% |
| 1Y | -4.7% | -4.8% | +0.1% | -3.8% |
| 3Y | +103.2% | +57.5% | +45.7% | +36.2% |
| All | -40.6% | -5.3% | -35.3% | -41.2% |
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