-9.7%
RKT vs TFC
+14.8%
-24.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.3% |
| 7D | -1.0% | -1.3% | +0.3% | -0.2% |
| 30D | -2.4% | -2.3% | -0.1% | -1.1% |
| 3M | +1.9% | +2.5% | -0.6% | +0.1% |
| 6M | -13.9% | +9.5% | -23.3% | -18.2% |
| YTD | -30.6% | +5.1% | -35.7% | -32.5% |
| 1Y | -34.4% | +15.5% | -49.8% | -39.5% |
| 3Y | +38.2% | +95.2% | -57.0% | -5.4% |
| 5Y | -9.7% | +14.5% | -24.1% | -19.5% |
| All | -9.7% | +14.8% | -24.4% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling