+316.1%
RL vs TMF
-86.8%
+402.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.7% | +2.1% |
| 7D | -0.8% | -1.4% | +0.6% | -1.0% |
| 30D | -7.8% | -2.8% | -4.9% | -8.0% |
| 3M | -4.0% | -10.9% | +6.9% | -5.2% |
| 6M | -1.9% | -21.3% | +19.4% | -4.7% |
| YTD | -0.2% | -15.9% | +15.7% | -2.2% |
| 1Y | +10.7% | -15.7% | +26.4% | +8.7% |
| 3Y | +210.8% | -43.4% | +254.1% | +192.9% |
| 5Y | +238.2% | -87.8% | +326.0% | +124.1% |
| All | +316.1% | -86.8% | +402.9% | +235.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling