-87.0%
TMF vs RRC
+5.5%
-92.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +0.3% |
| 7D | -1.4% | +1.3% | -2.7% | -1.3% |
| 30D | -2.8% | +10.1% | -13.0% | -1.8% |
| 3M | -10.9% | +4.0% | -14.9% | -10.3% |
| 6M | -21.3% | +1.6% | -22.9% | -20.9% |
| YTD | -15.9% | +19.7% | -35.6% | -13.8% |
| 1Y | -15.7% | +21.4% | -37.2% | -13.3% |
| 3Y | -43.4% | +29.7% | -73.0% | -40.6% |
| 5Y | -87.8% | +153.9% | -241.6% | -85.4% |
| All | -87.0% | +5.5% | -92.5% | -82.4% |
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