-81.8%
TMF vs RRC
+63.1%
-144.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | +0.6% | -10.3% | +10.9% | -0.5% |
| 30D | +16.3% | +19.5% | -3.2% | +18.8% |
| 3M | -2.7% | +27.9% | -30.6% | +0.2% |
| 6M | -13.2% | +21.2% | -34.3% | -10.9% |
| YTD | -16.7% | +39.6% | -56.2% | -13.0% |
| 1Y | -22.7% | +31.3% | -54.0% | -19.8% |
| 3Y | -26.1% | +51.9% | -78.0% | -21.1% |
| 5Y | -88.4% | +110.2% | -198.6% | -86.7% |
| 10Y | -81.8% | +56.7% | -138.5% | -74.7% |
| All | -81.8% | +63.1% | -144.9% | -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