+576.0%
RKLB vs TMF
-90.2%
+666.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.5% |
| 7D | +5.3% | +1.0% | +4.3% | +5.3% |
| 30D | -20.5% | -1.8% | -18.6% | -20.4% |
| 3M | -42.0% | -8.2% | -33.8% | -41.7% |
| 6M | -6.0% | -19.5% | +13.4% | -4.9% |
| YTD | -5.6% | -16.0% | +10.4% | -4.6% |
| 1Y | +38.0% | -22.5% | +60.5% | +39.8% |
| 3Y | +962.4% | -42.3% | +1,004.7% | +972.8% |
| 5Y | +336.5% | -87.7% | +424.2% | +322.2% |
| All | +576.0% | -90.2% | +666.2% | +548.3% |
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 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