-84.1%
RIVN vs TFC
-1.4%
-82.7%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.2% |
| 7D | +1.8% | -2.4% | +4.3% | +3.5% |
| 30D | +0.6% | -3.4% | +4.0% | +2.7% |
| 3M | +3.2% | +0.4% | +2.7% | +2.0% |
| 6M | -3.7% | +12.7% | -16.4% | -12.5% |
| YTD | -18.7% | +5.6% | -24.3% | -23.0% |
| 1Y | +14.7% | +16.0% | -1.3% | +1.3% |
| 3Y | -31.5% | +94.0% | -125.5% | -59.9% |
| All | -84.1% | -1.4% | -82.7% | -83.5% |
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