+16.2%
TFC vs RL
+15.3%
+0.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.5% |
| 7D | +2.3% | +2.6% | -0.3% | +1.5% |
| 30D | +10.8% | +2.9% | +7.9% | +9.9% |
| 3M | -3.8% | 0.0% | -3.8% | -3.9% |
| 6M | +9.6% | +17.1% | -7.5% | +3.5% |
| YTD | +5.8% | +10.1% | -4.3% | +3.0% |
| 1Y | +16.2% | +17.3% | -1.1% | +11.3% |
| All | +16.2% | +15.3% | +0.9% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling