+1.7%
RKT vs TMF
-88.0%
+89.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +21.5% |
| 3M | +13.9% | -2.1% | +16.0% | +15.2% |
| 6M | +2.8% | -13.4% | +16.2% | +10.6% |
| YTD | -22.2% | -16.7% | -5.5% | -14.6% |
| 1Y | -3.5% | -23.3% | +19.8% | +9.5% |
| 3Y | +95.3% | -24.8% | +120.1% | +124.8% |
| All | +1.7% | -88.0% | +89.7% | +51.4% |
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 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