-25.7%
RKT vs TFC
+78.6%
-104.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.4% |
| 7D | -1.0% | -1.3% | +0.3% | -0.3% |
| 30D | -2.4% | -2.3% | -0.1% | -1.3% |
| 3M | +1.9% | +2.5% | -0.6% | +0.4% |
| 6M | -13.9% | +9.5% | -23.3% | -17.5% |
| YTD | -30.6% | +5.1% | -35.7% | -32.2% |
| 1Y | -34.4% | +15.5% | -49.8% | -38.6% |
| 3Y | +38.2% | +95.2% | -57.0% | +2.6% |
| 5Y | -9.7% | +14.5% | -24.1% | -19.1% |
| All | -25.7% | +78.6% | -104.3% | -50.0% |
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