-20.1%
RKT vs TFC
+79.0%
-99.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -3.8% | -1.2% | -2.6% | -3.2% |
| 30D | +32.8% | +7.8% | +25.1% | +28.2% |
| 3M | +0.8% | -3.0% | +3.8% | +2.4% |
| 6M | -2.6% | +5.8% | -8.4% | -5.4% |
| YTD | -25.4% | +5.3% | -30.7% | -27.1% |
| 1Y | -19.1% | +15.7% | -34.8% | -24.3% |
| 3Y | +83.2% | +94.8% | -11.6% | +36.0% |
| 5Y | +0.8% | 0.0% | +0.8% | -8.0% |
| All | -20.1% | +79.0% | -99.1% | -46.3% |
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 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