-81.9%
TMF vs RRC
+71.8%
-153.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.7% | -4.5% |
| 7D | -8.2% | +2.5% | -10.7% | -7.9% |
| 30D | +5.3% | +21.1% | -15.8% | +7.8% |
| 3M | -8.5% | +28.4% | -36.9% | -5.7% |
| 6M | -17.2% | +26.5% | -43.6% | -14.6% |
| YTD | -23.4% | +47.0% | -70.4% | -19.6% |
| 1Y | -30.2% | +35.2% | -65.4% | -27.4% |
| 3Y | -32.9% | +61.0% | -93.9% | -27.9% |
| 5Y | -88.5% | +133.6% | -222.2% | -86.6% |
| All | -81.9% | +71.8% | -153.7% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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