+4,549.4%
RCL vs TFC
+1,582.8%
+2,966.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | -5.1% | +2.4% | -7.5% | -6.7% |
| 30D | -19.0% | -1.3% | -17.7% | -18.3% |
| 3M | -9.6% | +6.1% | -15.6% | -13.7% |
| 6M | -6.7% | +7.3% | -14.0% | -11.7% |
| YTD | -3.9% | +8.2% | -12.1% | -9.5% |
| 1Y | -25.1% | +14.4% | -39.5% | -32.0% |
| 3Y | +179.1% | +93.7% | +85.4% | +74.9% |
| 5Y | +243.3% | +16.4% | +226.9% | +194.1% |
| 10Y | +325.8% | +101.6% | +224.2% | +165.1% |
| All | +4,549.4% | +1,582.8% | +2,966.6% | +1,293.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling