+56.8%
RGTI vs TMF
-88.5%
+145.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +0.5% | -5.1% | +5.5% | +1.4% |
| 30D | -17.1% | -4.6% | -12.5% | -16.5% |
| 3M | -26.0% | -16.6% | -9.4% | -23.6% |
| 6M | -9.9% | -19.9% | +10.0% | -6.2% |
| YTD | -31.1% | -20.2% | -10.9% | -28.4% |
| 1Y | -8.5% | -27.7% | +19.2% | -3.9% |
| 3Y | +652.2% | -43.9% | +696.1% | +692.6% |
| All | +56.8% | -88.5% | +145.3% | +92.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling