+361.1%
TTD vs RMD
+286.0%
+75.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.7% |
| 7D | -4.6% | -4.7% | +0.1% | -2.0% |
| 30D | +3.7% | +0.2% | +3.4% | +3.4% |
| 3M | -30.2% | +12.0% | -42.2% | -34.3% |
| 6M | -51.4% | -12.5% | -38.9% | -47.8% |
| YTD | -63.4% | -7.9% | -55.5% | -62.2% |
| 1Y | -73.5% | -20.4% | -53.1% | -70.3% |
| 3Y | -83.5% | +53.1% | -136.6% | -88.5% |
| 5Y | -80.9% | -22.1% | -58.8% | -79.5% |
| All | +361.1% | +286.0% | +75.1% | +110.5% |
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