-2.8%
RGTI vs TMF
-87.0%
+84.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.4% | -5.5% | -6.6% |
| 7D | -18.1% | -9.3% | -8.9% | -16.7% |
| 30D | -17.6% | +1.9% | -19.6% | -18.0% |
| 3M | -48.3% | -11.2% | -37.1% | -47.3% |
| 6M | -47.8% | -17.7% | -30.0% | -46.0% |
| YTD | -56.6% | -24.5% | -32.1% | -54.6% |
| 1Y | -61.8% | -29.4% | -32.4% | -59.7% |
| 3Y | +807.5% | -33.4% | +841.0% | +837.3% |
| 5Y | -8.8% | -88.7% | +79.9% | +9.4% |
| All | -2.8% | -87.0% | +84.2% | +16.4% |
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 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