+904.0%
RL vs TMF
-69.1%
+973.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.6% | -7.9% | -7.3% |
| 7D | -4.7% | +2.7% | -7.4% | -4.3% |
| 30D | +3.6% | +19.3% | -15.8% | +6.6% |
| 3M | +0.5% | -3.7% | +4.2% | 0.0% |
| 6M | +6.6% | -11.3% | +17.9% | +4.6% |
| YTD | +8.8% | -16.6% | +25.4% | +5.7% |
| 1Y | +21.8% | -21.1% | +42.9% | +17.1% |
| 3Y | +245.8% | -26.8% | +272.6% | +236.5% |
| 5Y | +230.0% | -88.0% | +318.0% | +121.8% |
| 10Y | +369.4% | -84.7% | +454.1% | +279.2% |
| All | +904.0% | -69.1% | +973.1% | +961.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling