-88.0%
TMF vs RRC
+110.6%
-198.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.8% | -0.3% |
| 7D | +1.2% | -10.8% | +12.0% | +0.6% |
| 30D | +19.7% | +22.3% | -2.6% | +21.2% |
| 3M | -2.1% | +26.6% | -28.7% | -0.6% |
| 6M | -13.4% | +18.9% | -32.4% | -12.3% |
| YTD | -16.7% | +39.2% | -55.9% | -14.9% |
| 1Y | -23.3% | +34.0% | -57.3% | -21.8% |
| 3Y | -24.8% | +42.0% | -66.8% | -22.6% |
| All | -88.0% | +110.6% | -198.6% | -86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling