+504.1%
RKLB vs TMF
-90.3%
+594.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.1% | +10.8% | +10.9% |
| 7D | +13.0% | +0.6% | +12.4% | +13.0% |
| 30D | -13.7% | +16.3% | -30.0% | -14.7% |
| 3M | -28.9% | -2.7% | -26.3% | -28.8% |
| 6M | -44.2% | -13.2% | -31.0% | -43.7% |
| YTD | -15.6% | -16.7% | +1.1% | -14.7% |
| 1Y | +14.0% | -22.7% | +36.7% | +15.6% |
| 3Y | +1,275.2% | -26.1% | +1,301.3% | +1,271.8% |
| 5Y | +296.6% | -88.4% | +385.1% | +280.0% |
| All | +504.1% | -90.3% | +594.4% | +479.5% |
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