+342.7%
RMD vs TMF
-81.8%
+424.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -0.8% | -3.4% | +2.5% | -0.9% |
| 30D | +1.7% | +11.5% | -9.8% | +1.8% |
| 3M | +6.4% | -4.5% | +10.9% | +6.3% |
| 6M | +20.7% | -15.0% | +35.7% | +20.4% |
| YTD | -0.2% | -19.9% | +19.7% | -0.5% |
| 1Y | -4.5% | -26.6% | +22.1% | -5.0% |
| 3Y | +70.5% | -29.8% | +100.4% | +70.5% |
| 5Y | -1.6% | -88.2% | +86.6% | -17.6% |
| 10Y | +342.7% | -81.4% | +424.1% | +290.1% |
| All | +342.7% | -81.8% | +424.5% | +290.1% |
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