-22.2%
RKT vs TFC
+83.9%
-106.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | +2.1% | +2.4% | -0.3% | +1.0% |
| 30D | +1.4% | -1.3% | +2.7% | +2.1% |
| 3M | +6.3% | +6.1% | +0.2% | +3.0% |
| 6M | -15.5% | +7.3% | -22.8% | -18.2% |
| YTD | -27.4% | +8.2% | -35.6% | -30.0% |
| 1Y | -26.6% | +14.4% | -41.0% | -31.1% |
| 3Y | +41.2% | +93.7% | -52.5% | +4.7% |
| 5Y | -6.4% | +16.4% | -22.8% | -17.3% |
| All | -22.2% | +83.9% | -106.1% | -48.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling