+54.2%
RGTI vs TFC
+14.8%
+39.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | +0.5% | -2.4% | +2.9% | +2.2% |
| 30D | -17.1% | -3.4% | -13.7% | -15.2% |
| 3M | -26.0% | +0.4% | -26.4% | -27.3% |
| 6M | -9.9% | +12.7% | -22.5% | -18.8% |
| YTD | -31.1% | +5.6% | -36.6% | -34.9% |
| 1Y | -8.5% | +16.0% | -24.5% | -19.1% |
| 3Y | +652.2% | +94.0% | +558.2% | +374.4% |
| 5Y | +56.8% | +16.2% | +40.6% | +24.1% |
| All | +54.2% | +14.8% | +39.4% | +21.7% |
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