+268.2%
RMD vs TMF
-86.8%
+355.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | -4.5% | +1.0% | -5.4% | -4.4% |
| 30D | +4.6% | -1.8% | +6.4% | +4.6% |
| 3M | +14.8% | -8.2% | +23.0% | +14.6% |
| 6M | -12.1% | -19.5% | +7.4% | -12.4% |
| YTD | -7.5% | -16.0% | +8.5% | -7.7% |
| 1Y | -20.1% | -22.5% | +2.4% | -20.4% |
| 3Y | +53.9% | -42.3% | +96.2% | +51.5% |
| 5Y | -22.2% | -87.7% | +65.5% | -34.3% |
| 10Y | +268.2% | -86.5% | +354.7% | +230.3% |
| All | +268.2% | -86.8% | +355.0% | +230.3% |
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 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