-52.1%
TSLL vs RMD
+3.8%
-55.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.2% | +10.7% | +10.8% |
| 7D | -14.3% | +1.2% | -15.5% | -14.9% |
| 30D | -6.2% | +2.5% | -8.6% | -7.6% |
| 3M | +21.2% | +11.5% | +9.6% | +15.1% |
| 6M | -36.6% | +14.7% | -51.3% | -41.2% |
| YTD | -47.8% | -1.3% | -46.4% | -48.5% |
| 1Y | -45.2% | -5.3% | -40.0% | -45.1% |
| 3Y | -3.3% | +68.8% | -72.0% | -26.2% |
| All | -52.1% | +3.8% | -55.9% | -53.2% |
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 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