-32.6%
RKT vs TMF
-21.2%
-11.4%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | +6.0% | +1.0% | +5.0% | +4.9% |
| 30D | +0.7% | -1.8% | +2.5% | +2.7% |
| 3M | +11.8% | -8.2% | +20.1% | +23.4% |
| 6M | -7.6% | -19.5% | +11.9% | +12.9% |
| YTD | -28.7% | -16.0% | -12.7% | -13.8% |
| 1Y | -32.6% | -22.5% | -10.1% | -14.9% |
| All | -32.6% | -21.2% | -11.4% | -14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling