+251.8%
RL vs TMF
-25.2%
+277.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.6% | -7.9% | -7.4% |
| 7D | -4.7% | +2.7% | -7.4% | -4.9% |
| 30D | +3.6% | +19.3% | -15.8% | +1.8% |
| 3M | +0.5% | -3.7% | +4.2% | +0.8% |
| 6M | +6.6% | -11.3% | +17.9% | +7.6% |
| YTD | +8.8% | -16.6% | +25.4% | +10.3% |
| 1Y | +21.8% | -21.1% | +42.9% | +23.7% |
| All | +251.8% | -25.2% | +277.0% | +246.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling