-5.4%
RKT vs TMF
-88.6%
+83.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.6% |
| 7D | -9.0% | -9.3% | +0.3% | -4.7% |
| 30D | +30.2% | +1.9% | +28.3% | +29.5% |
| 3M | -8.8% | -11.2% | +2.4% | -3.5% |
| 6M | -0.9% | -17.7% | +16.8% | +9.2% |
| YTD | -29.2% | -24.5% | -4.7% | -18.6% |
| 1Y | -20.1% | -29.4% | +9.4% | -5.6% |
| 3Y | +81.3% | -33.4% | +114.7% | +119.8% |
| All | -5.4% | -88.6% | +83.2% | +48.5% |
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