+98.6%
TFC vs RL
+304.3%
-205.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.6% |
| 7D | +2.2% | +1.9% | +0.4% | +1.4% |
| 30D | -2.5% | -12.2% | +9.7% | +3.2% |
| 3M | +4.5% | -6.6% | +11.2% | +7.0% |
| 6M | +11.0% | +3.2% | +7.8% | +7.4% |
| YTD | +5.9% | -1.3% | +7.2% | +4.3% |
| 1Y | +14.6% | +13.6% | +1.0% | +5.2% |
| 3Y | +96.7% | +210.9% | -114.2% | +7.0% |
| 5Y | +15.6% | +246.9% | -231.3% | -42.6% |
| 10Y | +98.6% | +310.1% | -211.5% | -16.3% |
| All | +98.6% | +304.3% | -205.7% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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