+331.9%
RCL vs TFC
+79.2%
+252.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | -0.6% |
| 7D | -1.2% | +2.3% | -3.4% | -2.9% |
| 30D | +17.8% | +10.8% | +7.0% | +8.5% |
| 3M | +4.9% | -3.8% | +8.7% | +8.0% |
| 6M | +23.7% | +9.6% | +14.1% | +13.5% |
| YTD | +17.8% | +5.8% | +12.0% | +11.3% |
| 1Y | +28.9% | +16.2% | +12.8% | +12.9% |
| 3Y | +241.9% | +96.0% | +145.9% | +91.9% |
| 5Y | +295.4% | +1.7% | +293.7% | +273.2% |
| All | +331.9% | +79.2% | +252.7% | +180.1% |
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