+180.6%
RCL vs TFC
+103.0%
+77.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | -5.1% | +2.4% | -7.5% | -6.8% |
| 30D | -19.0% | -1.3% | -17.7% | -18.3% |
| 3M | -9.6% | +6.1% | -15.6% | -14.1% |
| 6M | -6.7% | +7.3% | -14.0% | -12.4% |
| YTD | -3.9% | +8.2% | -12.1% | -10.3% |
| 1Y | -25.1% | +14.4% | -39.5% | -32.9% |
| All | +180.6% | +103.0% | +77.6% | +81.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling