+207.9%
RRX vs TMF
-81.8%
+289.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | -1.7% |
| 7D | +12.6% | -8.2% | +20.8% | +11.6% |
| 30D | +10.6% | +5.3% | +5.2% | +11.3% |
| 3M | +4.6% | -8.5% | +13.1% | +4.0% |
| 6M | -13.6% | -17.2% | +3.6% | -15.1% |
| YTD | +29.4% | -23.4% | +52.8% | +26.1% |
| 1Y | +31.9% | -30.2% | +62.2% | +27.2% |
| 3Y | +68.3% | -32.9% | +101.2% | +64.4% |
| 5Y | +13.2% | -88.5% | +101.8% | -21.3% |
| All | +207.9% | -81.8% | +289.8% | +154.8% |
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 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