+2,628.6%
TFC vs RRC
+1,418.2%
+1,210.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.7% | +1.9% |
| 7D | +0.3% | -10.3% | +10.6% | +1.5% |
| 30D | +9.2% | +19.5% | -10.3% | +6.8% |
| 3M | -2.9% | +27.9% | -30.8% | -5.8% |
| 6M | +3.5% | +21.2% | -17.7% | +0.9% |
| YTD | +5.4% | +39.6% | -34.1% | +0.8% |
| 1Y | +17.3% | +31.3% | -14.0% | +12.9% |
| 3Y | +96.7% | +51.9% | +44.7% | +84.8% |
| 5Y | -1.1% | +110.2% | -111.3% | -12.0% |
| 10Y | +84.7% | +56.7% | +28.1% | +51.9% |
| All | +2,628.6% | +1,418.2% | +1,210.4% | +1,952.0% |
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