+2,577.1%
TFC vs RRC
+1,414.2%
+1,162.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.6% |
| 7D | +1.2% | -10.8% | +12.0% | +2.5% |
| 30D | +8.3% | +22.3% | -14.0% | +5.7% |
| 3M | -5.2% | +26.6% | -31.8% | -7.9% |
| 6M | -0.8% | +18.9% | -19.7% | -3.1% |
| YTD | +3.4% | +39.2% | -35.8% | -1.1% |
| 1Y | +17.0% | +34.0% | -16.9% | +12.3% |
| 3Y | +86.2% | +42.0% | +44.2% | +76.2% |
| 5Y | -2.3% | +111.9% | -114.2% | -13.1% |
| 10Y | +93.9% | +62.8% | +31.1% | +58.9% |
| All | +2,577.1% | +1,414.2% | +1,162.9% | +1,913.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling