+309.6%
TFC vs RSG
+2,005.0%
-1,695.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | +2.2% | -0.7% | +3.0% | +2.5% |
| 30D | -2.5% | +3.3% | -5.8% | -3.7% |
| 3M | +4.5% | +8.5% | -3.9% | +1.2% |
| 6M | +11.0% | -3.5% | +14.5% | +11.9% |
| YTD | +5.9% | +5.5% | +0.4% | +3.1% |
| 1Y | +14.6% | -1.7% | +16.3% | +14.4% |
| 3Y | +96.7% | +56.9% | +39.8% | +63.6% |
| 5Y | +15.6% | +89.4% | -73.8% | -11.3% |
| 10Y | +98.6% | +412.5% | -313.9% | +11.5% |
| All | +309.6% | +2,005.0% | -1,695.4% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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