+95.6%
TFC vs RRX
+228.4%
-132.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.5% | -1.6% |
| 7D | -2.4% | -0.3% | -2.1% | -2.3% |
| 30D | -3.4% | -6.1% | +2.8% | -0.6% |
| 3M | +0.4% | -23.1% | +23.5% | +10.5% |
| 6M | +12.7% | -19.5% | +32.2% | +18.4% |
| YTD | +5.6% | +16.1% | -10.5% | -10.1% |
| 1Y | +16.0% | +12.9% | +3.1% | -1.2% |
| 3Y | +94.0% | +7.9% | +86.0% | +57.0% |
| 5Y | +16.2% | +19.1% | -3.0% | -15.5% |
| All | +95.6% | +228.4% | -132.8% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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