+576.7%
TFC vs RL
+1,366.2%
-789.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -2.0% | -0.7% |
| 7D | +2.4% | -0.8% | +3.2% | +2.7% |
| 30D | -1.3% | -7.8% | +6.5% | +1.5% |
| 3M | +6.1% | -4.0% | +10.1% | +7.0% |
| 6M | +7.3% | -1.9% | +9.2% | +6.7% |
| YTD | +8.2% | -0.2% | +8.4% | +6.6% |
| 1Y | +14.4% | +10.7% | +3.8% | +8.1% |
| 3Y | +93.7% | +210.8% | -117.0% | +21.1% |
| 5Y | +16.4% | +238.2% | -221.8% | -31.1% |
| 10Y | +101.6% | +313.4% | -211.8% | +5.1% |
| All | +576.7% | +1,366.2% | -789.5% | +105.2% |
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