-81.4%
TMF vs RRC
+72.2%
-153.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.2% |
| 7D | -3.4% | -0.5% | -2.9% | -3.4% |
| 30D | +11.5% | +25.2% | -13.7% | +14.5% |
| 3M | -4.5% | +27.8% | -32.3% | -1.7% |
| 6M | -15.0% | +27.2% | -42.2% | -12.3% |
| YTD | -19.9% | +48.2% | -68.0% | -15.8% |
| 1Y | -26.6% | +34.7% | -61.3% | -23.5% |
| 3Y | -29.8% | +62.2% | -92.1% | -24.5% |
| 5Y | -88.2% | +130.9% | -219.1% | -86.2% |
| 10Y | -81.4% | +73.4% | -154.8% | -73.8% |
| All | -81.4% | +72.2% | -153.6% | -73.8% |
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