+557.5%
RKLB vs TFC
+35.2%
+522.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.7% |
| 7D | +39.3% | +0.1% | +39.2% | +39.3% |
| 30D | -0.2% | +8.6% | -8.9% | -5.8% |
| 3M | -21.1% | -4.3% | -16.7% | -19.1% |
| 6M | -45.5% | +5.4% | -50.9% | -48.3% |
| YTD | -8.2% | +4.5% | -12.7% | -12.7% |
| 1Y | +28.2% | +14.0% | +14.2% | +15.3% |
| 3Y | +1,366.1% | +93.4% | +1,272.8% | +880.1% |
| 5Y | +345.9% | +0.5% | +345.4% | +300.4% |
| All | +557.5% | +35.2% | +522.4% | +472.4% |
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 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