+546.9%
TFC vs RL
+1,476.5%
-929.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.4% | -0.4% |
| 7D | +1.2% | -4.2% | +5.4% | +2.7% |
| 30D | +8.3% | +4.3% | +4.1% | +6.5% |
| 3M | -5.2% | -4.6% | -0.6% | -3.9% |
| 6M | -0.8% | +1.7% | -2.5% | -2.7% |
| YTD | +3.4% | +7.3% | -3.9% | -1.0% |
| 1Y | +17.0% | +20.8% | -3.8% | +7.0% |
| 3Y | +86.2% | +247.0% | -160.8% | +11.4% |
| 5Y | -2.3% | +225.5% | -227.7% | -41.3% |
| 10Y | +93.9% | +363.0% | -269.1% | -3.1% |
| All | +546.9% | +1,476.5% | -929.6% | +90.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling