-16.7%
RKT vs TMF
-92.2%
+75.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +17.7% | +1.2% | +16.5% | +17.1% |
| 30D | +31.6% | +19.7% | +11.9% | +22.0% |
| 3M | +13.9% | -2.1% | +16.0% | +15.1% |
| 6M | +2.8% | -13.4% | +16.2% | +10.2% |
| YTD | -22.2% | -16.7% | -5.5% | -15.0% |
| 1Y | -3.5% | -23.3% | +19.8% | +8.9% |
| 3Y | +95.3% | -24.8% | +120.1% | +123.1% |
| 5Y | -0.4% | -88.0% | +87.6% | +69.4% |
| All | -16.7% | -92.2% | +75.5% | +78.4% |
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 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