+14.6%
TFC vs RL
+11.4%
+3.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.8% |
| 7D | +2.2% | +1.9% | +0.4% | +1.7% |
| 30D | -2.5% | -12.2% | +9.7% | +0.8% |
| 3M | +4.5% | -6.6% | +11.2% | +5.7% |
| 6M | +11.0% | +3.2% | +7.8% | +8.5% |
| YTD | +5.9% | -1.3% | +7.2% | +5.6% |
| 1Y | +14.6% | +13.6% | +1.0% | +9.5% |
| All | +14.6% | +11.4% | +3.2% | +9.5% |
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