+53.5%
RGTI vs TMF
-85.5%
+139.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.1% |
| 7D | -2.5% | -1.4% | -1.1% | -2.3% |
| 30D | -9.4% | -2.8% | -6.6% | -9.0% |
| 3M | -37.1% | -10.9% | -26.2% | -35.9% |
| 6M | -14.4% | -21.3% | +6.9% | -11.0% |
| YTD | -31.4% | -15.9% | -15.5% | -29.5% |
| 1Y | +0.5% | -15.7% | +16.3% | +2.5% |
| 3Y | +726.1% | -43.4% | +769.4% | +763.8% |
| 5Y | +56.2% | -87.8% | +144.0% | +84.3% |
| All | +53.5% | -85.5% | +139.1% | +80.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling