-23.6%
RKT vs TMF
-92.1%
+68.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | +6.0% | +1.0% | +5.0% | +5.6% |
| 30D | +0.7% | -1.8% | +2.5% | +1.5% |
| 3M | +11.8% | -8.2% | +20.1% | +16.6% |
| 6M | -7.6% | -19.5% | +11.9% | +2.1% |
| YTD | -28.7% | -16.0% | -12.7% | -22.4% |
| 1Y | -32.6% | -22.5% | -10.1% | -24.4% |
| 3Y | +42.1% | -42.3% | +84.4% | +73.2% |
| 5Y | -7.2% | -87.7% | +80.5% | +55.2% |
| All | -23.6% | -92.1% | +68.6% | +62.8% |
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