-23.4%
RCL vs TFC
+13.2%
-36.6%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.9% | +1.3% |
| 7D | -0.5% | +2.2% | -2.7% | -2.2% |
| 30D | -17.3% | -2.5% | -14.9% | -15.9% |
| 3M | -2.8% | +4.5% | -7.3% | -7.4% |
| 6M | -4.4% | +11.0% | -15.4% | -14.4% |
| YTD | -4.2% | +5.9% | -10.1% | -11.7% |
| 1Y | -23.4% | +14.6% | -37.9% | -34.8% |
| All | -23.4% | +13.2% | -36.6% | -34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling