-51.7%
TSLL vs RMD
+3.1%
-54.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.2% |
| 7D | -11.0% | +3.1% | -14.1% | -12.3% |
| 30D | -5.3% | +1.8% | -7.1% | -6.5% |
| 3M | +20.8% | +6.7% | +14.1% | +16.9% |
| 6M | -36.0% | +13.9% | -49.9% | -40.5% |
| YTD | -47.3% | -2.0% | -45.3% | -47.9% |
| 1Y | -48.4% | -5.4% | -43.0% | -48.3% |
| 3Y | -5.4% | +67.4% | -72.8% | -27.7% |
| All | -51.7% | +3.1% | -54.8% | -52.6% |
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