-22.2%
RKT vs TMF
-92.1%
+69.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.3% |
| 7D | +2.1% | -1.4% | +3.5% | +2.8% |
| 30D | +1.4% | -2.8% | +4.3% | +2.8% |
| 3M | +6.3% | -10.9% | +17.2% | +12.2% |
| 6M | -15.5% | -21.3% | +5.9% | -5.7% |
| YTD | -27.4% | -15.9% | -11.5% | -21.0% |
| 1Y | -26.6% | -15.7% | -10.8% | -20.3% |
| 3Y | +41.2% | -43.4% | +84.6% | +73.0% |
| 5Y | -6.4% | -87.8% | +81.3% | +56.7% |
| All | -22.2% | -92.1% | +69.9% | +65.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling