+350.2%
RCL vs TFC
+100.2%
+250.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.9% | +1.5% |
| 7D | -0.5% | +2.2% | -2.7% | -2.3% |
| 30D | -17.3% | -2.5% | -14.9% | -15.7% |
| 3M | -2.8% | +4.5% | -7.3% | -7.0% |
| 6M | -4.4% | +11.0% | -15.4% | -12.9% |
| YTD | -4.2% | +5.9% | -10.1% | -9.5% |
| 1Y | -23.4% | +14.6% | -37.9% | -32.1% |
| 3Y | +179.4% | +96.7% | +82.7% | +55.9% |
| 5Y | +238.8% | +15.6% | +223.2% | +184.1% |
| 10Y | +350.2% | +98.6% | +251.6% | +177.0% |
| All | +350.2% | +100.2% | +250.0% | +177.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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