+417.0%
TTMI vs RMD
-7.7%
+424.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -2.9% |
| 7D | +11.4% | +2.1% | +9.3% | +10.9% |
| 30D | -28.3% | +2.1% | -30.4% | -29.0% |
| 3M | -46.7% | +6.2% | -52.9% | -47.9% |
| 6M | -56.1% | +19.4% | -75.5% | -59.1% |
| YTD | +7.4% | +0.5% | +6.8% | +5.9% |
| 1Y | +17.4% | -3.9% | +21.3% | +17.5% |
| 3Y | +429.1% | +72.5% | +356.6% | +314.6% |
| All | +417.0% | -7.7% | +424.6% | +377.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling