+324.6%
RL vs TMF
-81.8%
+406.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.6% | -1.3% |
| 7D | +2.4% | -8.2% | +10.5% | +1.4% |
| 30D | +4.6% | +5.3% | -0.8% | +5.2% |
| 3M | -1.1% | -8.5% | +7.4% | -2.0% |
| 6M | +16.5% | -17.2% | +33.7% | +14.1% |
| YTD | +11.4% | -23.4% | +34.8% | +8.1% |
| 1Y | +16.1% | -30.2% | +46.3% | +11.3% |
| 3Y | +252.6% | -32.9% | +285.5% | +243.5% |
| 5Y | +244.9% | -88.5% | +333.4% | +125.7% |
| All | +324.6% | -81.8% | +406.4% | +231.3% |
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 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