+80.9%
TFC vs RL
+369.1%
-288.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | +1.7% | +1.3% | +0.4% | +0.9% |
| 30D | +9.0% | +7.6% | +1.4% | +5.2% |
| 3M | -2.1% | -1.5% | -0.6% | -1.9% |
| 6M | +3.4% | +12.1% | -8.7% | -3.5% |
| YTD | +5.3% | +13.9% | -8.6% | -3.1% |
| 1Y | +16.2% | +20.7% | -4.5% | +3.9% |
| 3Y | +94.8% | +260.6% | -165.8% | -1.1% |
| 5Y | -0.7% | +248.9% | -249.5% | -50.3% |
| 10Y | +80.9% | +355.9% | -275.0% | -27.8% |
| All | +80.9% | +369.1% | -288.2% | -27.8% |
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