+357.0%
TPR vs RMD
+346.1%
+10.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.7% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | +15.1% | +1.9% | +13.2% | +14.0% |
| 3M | -13.4% | +6.3% | -19.7% | -15.7% |
| 6M | +1.4% | +18.2% | -16.9% | -5.7% |
| YTD | +4.8% | +0.3% | +4.5% | +3.6% |
| 1Y | +29.2% | -4.3% | +33.5% | +29.7% |
| 3Y | +403.7% | +71.3% | +332.4% | +293.2% |
| 5Y | +230.8% | -1.8% | +232.6% | +214.1% |
| All | +357.0% | +346.1% | +10.8% | +154.8% |
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