-40.9%
TMF vs RRC
+31.1%
-72.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -2.2% |
| 3M | -10.9% | +4.0% | -14.9% | -10.4% |
| 6M | -21.3% | +1.6% | -22.9% | -21.0% |
| YTD | -15.9% | +19.7% | -35.6% | -15.1% |
| 1Y | -15.7% | +21.4% | -37.2% | -14.9% |
| All | -40.9% | +31.1% | -72.0% | -39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling