+215.9%
RRX vs TMF
-86.8%
+302.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +4.3% | +1.0% | +3.3% | +4.4% |
| 30D | -8.0% | -1.8% | -6.2% | -8.2% |
| 3M | -22.0% | -8.2% | -13.8% | -22.7% |
| 6M | -11.9% | -19.5% | +7.6% | -14.0% |
| YTD | +17.1% | -16.0% | +33.1% | +14.9% |
| 1Y | +14.9% | -22.5% | +37.4% | +11.9% |
| 3Y | +6.9% | -42.3% | +49.2% | +1.6% |
| 5Y | +19.6% | -87.7% | +107.2% | -16.1% |
| 10Y | +215.9% | -86.5% | +302.5% | +166.4% |
| All | +215.9% | -86.8% | +302.8% | +166.4% |
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