+98.6%
TFC vs RRC
+7.9%
+90.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.9% | -2.1% |
| 7D | +2.2% | -1.2% | +3.4% | +2.5% |
| 30D | -2.5% | +9.4% | -11.9% | -4.3% |
| 3M | +4.5% | +7.4% | -2.8% | +2.8% |
| 6M | +11.0% | +1.5% | +9.5% | +9.9% |
| YTD | +5.9% | +19.4% | -13.5% | +1.2% |
| 1Y | +14.6% | +24.2% | -9.7% | +8.2% |
| 3Y | +96.7% | +32.8% | +63.9% | +80.5% |
| 5Y | +15.6% | +152.9% | -137.3% | -10.3% |
| 10Y | +98.6% | +3.9% | +94.8% | +29.2% |
| All | +98.6% | +7.9% | +90.7% | +29.2% |
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