+458.8%
RRX vs TMF
-68.9%
+527.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | +3.4% | -1.4% | +4.9% | +3.2% |
| 30D | -11.1% | -2.8% | -8.3% | -11.5% |
| 3M | -23.7% | -10.9% | -12.8% | -25.2% |
| 6M | -22.0% | -21.3% | -0.7% | -25.4% |
| YTD | +16.5% | -15.9% | +32.4% | +12.9% |
| 1Y | +11.5% | -15.7% | +27.2% | +8.4% |
| 3Y | +1.5% | -43.4% | +44.9% | -6.5% |
| 5Y | +18.3% | -87.8% | +106.0% | -21.2% |
| 10Y | +209.8% | -86.7% | +296.5% | +139.7% |
| All | +458.8% | -68.9% | +527.6% | +575.8% |
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 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