+240.6%
RL vs TMF
-88.6%
+329.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.1% |
| 7D | +2.6% | -9.3% | +11.9% | +3.1% |
| 30D | +2.9% | +1.9% | +1.0% | +2.8% |
| 3M | 0.0% | -11.2% | +11.2% | +0.6% |
| 6M | +17.1% | -17.7% | +34.8% | +18.2% |
| YTD | +10.1% | -24.5% | +34.6% | +11.5% |
| 1Y | +17.3% | -29.4% | +46.8% | +19.1% |
| 3Y | +249.3% | -33.4% | +282.8% | +253.4% |
| All | +240.6% | -88.6% | +329.2% | +197.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling