+2,700.2%
TFC vs RRC
+1,202.2%
+1,498.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | +2.4% | +1.3% | +1.1% | +2.3% |
| 30D | -1.3% | +10.1% | -11.4% | -2.4% |
| 3M | +6.1% | +4.0% | +2.1% | +5.5% |
| 6M | +7.3% | +1.6% | +5.7% | +6.8% |
| YTD | +8.2% | +19.7% | -11.5% | +5.5% |
| 1Y | +14.4% | +21.4% | -7.0% | +11.2% |
| 3Y | +93.7% | +29.7% | +64.1% | +85.6% |
| 5Y | +16.4% | +153.9% | -137.5% | +1.8% |
| 10Y | +101.6% | +10.8% | +90.7% | +71.5% |
| All | +2,700.2% | +1,202.2% | +1,498.0% | +2,047.8% |
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