+812.9%
TTMI vs RMD
-22.9%
+835.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.8% |
| 7D | +7.5% | -4.7% | +12.2% | +8.8% |
| 30D | -4.5% | +0.2% | -4.7% | -4.8% |
| 3M | -28.5% | +12.0% | -40.5% | -31.9% |
| 6M | +28.4% | -12.5% | +40.9% | +32.9% |
| YTD | +80.1% | -7.9% | +88.0% | +82.9% |
| 1Y | +161.0% | -20.4% | +181.4% | +177.7% |
| 3Y | +862.4% | +53.1% | +809.3% | +693.2% |
| 5Y | +812.9% | -22.1% | +835.1% | +704.8% |
| All | +812.9% | -22.9% | +835.8% | +704.8% |
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