+81.3%
RKT vs TMF
-31.3%
+112.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.4% | -0.6% | -1.8% |
| 7D | -7.5% | -8.2% | +0.7% | -1.4% |
| 30D | +26.6% | +5.3% | +21.2% | +22.3% |
| 3M | -2.4% | -8.5% | +6.1% | +4.3% |
| 6M | -7.4% | -17.2% | +9.8% | +7.3% |
| YTD | -29.2% | -23.4% | -5.8% | -13.0% |
| 1Y | -23.5% | -30.2% | +6.7% | -0.4% |
| All | +81.3% | -31.3% | +112.6% | +130.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling