-82.1%
TMF vs RRC
+73.1%
-155.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.3% |
| 7D | -9.3% | +6.4% | -15.7% | -8.6% |
| 30D | +1.9% | +23.9% | -21.9% | +4.5% |
| 3M | -11.2% | +30.2% | -41.4% | -8.4% |
| 6M | -17.7% | +26.3% | -44.0% | -15.2% |
| YTD | -24.5% | +48.1% | -72.5% | -20.6% |
| 1Y | -29.4% | +37.7% | -67.1% | -26.4% |
| 3Y | -33.4% | +60.3% | -93.7% | -28.5% |
| 5Y | -88.7% | +135.3% | -224.0% | -86.8% |
| All | -82.1% | +73.1% | -155.2% | -74.7% |
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