+646.8%
RGTI vs TFC
+92.6%
+554.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.8% |
| 7D | -0.1% | -2.5% | +2.3% | +1.9% |
| 30D | -16.2% | -2.8% | -13.4% | -14.3% |
| 3M | -22.0% | +2.1% | -24.2% | -25.0% |
| 6M | -10.8% | +10.1% | -20.9% | -20.4% |
| YTD | -31.6% | +5.4% | -37.0% | -36.5% |
| 1Y | -6.4% | +16.3% | -22.7% | -20.6% |
| All | +646.8% | +92.6% | +554.2% | +245.9% |
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