+373.0%
RL vs TMF
-83.0%
+456.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.8% | +5.8% |
| 7D | +0.2% | +0.6% | -0.3% | +0.3% |
| 30D | +7.3% | +16.3% | -9.0% | +9.2% |
| 3M | +1.0% | -2.7% | +3.7% | +0.8% |
| 6M | +11.8% | -13.2% | +24.9% | +10.0% |
| YTD | +13.6% | -16.7% | +30.3% | +11.2% |
| 1Y | +24.0% | -22.7% | +46.8% | +20.3% |
| 3Y | +256.6% | -26.1% | +282.7% | +251.3% |
| 5Y | +240.2% | -88.4% | +328.7% | +118.8% |
| 10Y | +373.0% | -81.8% | +454.8% | +276.9% |
| All | +373.0% | -83.0% | +456.0% | +276.9% |
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