Sorry for a long post, but I don't know your existing experience with TC.
A little explanation. What Torfinn says about using sweep (which I term 'Normal sweep' in Pro) is great advice. Unfortunately, your using deluxe which possibly does not have this option (I don't have 2018 so I checked in 2017 deluxe, and I assume 2018 does not have it neither).
Anyway. Rail sweep automatically orientates the profile onto the Start node of the path, what this means in your drawing is that you probably started drawing the spline path from coordinates X = 125, Y = 175, and continued from there to the end point. (I say probably because there are other factors which can affect this). Back to your drawing. Your profile is actually sitting on the end of the spline not the start. Rail sweep is taking your profile and moving the profile and reference point to 125, 175, and then it rotates the profile, so Z direction can sweep along the path. This is not an error, its the way rail sweep works in both deluxe and pro.
When using rail sweep one sometimes has to be aware of where the first 'Start' node is when drawing the path. Obviously with things like circles, it doesn't make any difference, but other shapes it does. Torfinn has provided an good solution. But just to see the value of knowing where the start node is, try this example.
As your path only has 4 nodes, One way would be. select the curve and put it on a new layer, whilst still selected, in the selection palette / properties - curve, turn on 'Show frame'. In world plan view, working on layer '0', and with 'auto workplane by face' Off. select workplane by entity and click the frame. draw a new spline snapping the first point (node) to the end closest the profile, approximate coordinates X = 180, Y = 85. Snap two other points to the vertices of the frame (Note - you are snapping to the frame not the spline), then snap the last point to the vertex furthest from the profile. All we have basically done is drawn the path from the opposite direction. This is more accurate than trying to snap to the spline.
Turn off the layer with the old spline on it, and try the rail sweep on the new path. Because the profile is already at the new Start node, and 'Z' is already in the direction of the part, it should sweep correctly. But add this extra step. Look at the start of the sweep, and if you are using default settings, the start will be quite angled when compared with the profile. The reason for this is down to TCSurface Options. One can use the sweep properties, but instead, click the sweep, and look in selection palette / properties - sweep. change the 'number of approximation lines' to something like 48, (Max is 90), and press return key. You should see the start of the sweep change as TC recreates the sweep with the new setting. This simply means a closer match to the required shape,. The actual value depends on how accurately you want TC to try and display the curve surfaces. On long curves a high number may be required.
## Edit ## Note, one of the corners of your profile is square not filleted, if this is deliberate, then just rotating the profile, without paying attention to where this square corner is located, may not produce the desired result. ## End Edit ##