+481.4%
RRX vs TMF
-69.2%
+550.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.6% | +5.4% |
| 7D | +7.5% | +1.2% | +6.3% | +7.8% |
| 30D | +3.0% | +19.7% | -16.8% | +6.5% |
| 3M | -5.3% | -2.1% | -3.2% | -5.4% |
| 6M | -26.6% | -13.4% | -13.2% | -28.3% |
| YTD | +21.2% | -16.7% | +37.9% | +17.6% |
| 1Y | +25.9% | -23.3% | +49.3% | +20.4% |
| 3Y | +71.7% | -24.8% | +96.5% | +67.5% |
| 5Y | +7.8% | -88.0% | +95.8% | -28.6% |
| 10Y | +242.9% | -84.7% | +327.6% | +175.9% |
| All | +481.4% | -69.2% | +550.6% | +604.0% |
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