-43.8%
TOST vs RMD
-13.5%
-30.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.3% |
| 7D | +11.6% | -5.3% | +17.0% | +14.5% |
| 30D | +16.2% | +8.4% | +7.8% | +10.9% |
| 3M | +1.0% | +7.1% | -6.1% | -3.3% |
| 6M | +23.2% | +15.8% | +7.4% | +12.2% |
| YTD | -1.0% | +0.2% | -1.2% | -2.7% |
| 1Y | -9.9% | -1.4% | -8.5% | -10.9% |
| 3Y | +101.0% | +61.3% | +39.7% | +33.0% |
| 5Y | -40.4% | -3.9% | -36.5% | -43.8% |
| All | -43.8% | -13.5% | -30.3% | -41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling