+255.2%
RKLB vs TMF
-88.0%
+343.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.4% | -0.2% | +15.6% | +15.4% |
| 7D | -3.0% | +1.2% | -4.2% | -3.1% |
| 30D | -26.2% | +19.7% | -45.9% | -27.4% |
| 3M | -29.9% | -2.1% | -27.8% | -29.8% |
| 6M | -37.3% | -13.4% | -23.9% | -36.6% |
| YTD | -23.9% | -16.7% | -7.2% | -22.9% |
| 1Y | +7.0% | -23.3% | +30.3% | +8.9% |
| 3Y | +1,120.0% | -24.8% | +1,144.8% | +1,112.0% |
| All | +255.2% | -88.0% | +343.2% | +238.2% |
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