+380.4%
RCL vs TMF
-84.4%
+464.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.5% | +1.4% |
| 7D | +6.5% | +1.2% | +5.3% | +6.6% |
| 30D | +15.9% | +19.7% | -3.9% | +18.3% |
| 3M | +2.7% | -2.1% | +4.8% | +2.5% |
| 6M | +15.2% | -13.4% | +28.7% | +13.3% |
| YTD | +19.2% | -16.7% | +36.0% | +16.5% |
| 1Y | +31.6% | -23.3% | +54.9% | +27.2% |
| 3Y | +274.2% | -24.8% | +299.0% | +268.4% |
| 5Y | +250.1% | -88.0% | +338.1% | +131.8% |
| All | +380.4% | -84.4% | +464.8% | +261.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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