+379.1%
TPR vs RMD
+350.6%
+28.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.4% |
| 7D | +14.2% | +2.3% | +11.9% | +13.2% |
| 30D | +17.1% | +4.1% | +13.0% | +15.1% |
| 3M | -17.7% | +5.7% | -23.4% | -19.8% |
| 6M | -10.2% | +12.9% | -23.1% | -15.0% |
| YTD | +4.9% | -1.5% | +6.4% | +4.4% |
| 1Y | +36.1% | -4.8% | +40.9% | +36.9% |
| 3Y | +416.5% | +57.5% | +359.0% | +316.4% |
| 5Y | +254.8% | -5.5% | +260.3% | +241.6% |
| All | +379.1% | +350.6% | +28.5% | +175.0% |
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 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