+42.1%
RKT vs TFC
+98.6%
-56.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.4% | -0.3% |
| 7D | +6.0% | +2.2% | +3.7% | +4.4% |
| 30D | +0.7% | -2.5% | +3.1% | +2.4% |
| 3M | +11.8% | +4.5% | +7.3% | +7.8% |
| 6M | -7.6% | +11.0% | -18.6% | -14.2% |
| YTD | -28.7% | +5.9% | -34.6% | -31.7% |
| 1Y | -32.6% | +14.6% | -47.1% | -38.7% |
| 3Y | +42.1% | +96.7% | -54.6% | -21.2% |
| All | +42.1% | +98.6% | -56.5% | -21.2% |
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