+73.5%
TFC vs RRC
+71.8%
+1.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.6% |
| 7D | +0.1% | +2.5% | -2.4% | -0.4% |
| 30D | +8.6% | +21.1% | -12.5% | +4.1% |
| 3M | -4.3% | +28.4% | -32.7% | -9.5% |
| 6M | +5.4% | +26.5% | -21.0% | -0.3% |
| YTD | +4.5% | +47.0% | -42.5% | -4.7% |
| 1Y | +14.0% | +35.2% | -21.2% | +5.6% |
| 3Y | +93.4% | +61.0% | +32.4% | +70.1% |
| 5Y | +0.5% | +133.6% | -133.1% | -21.0% |
| All | +73.5% | +71.8% | +1.7% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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