+312.4%
RRC vs TW
+206.7%
+105.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.2% |
| 7D | -1.8% | -4.5% | +2.7% | -0.5% |
| 30D | +2.7% | -2.3% | +4.9% | +3.3% |
| 3M | +8.8% | +2.6% | +6.2% | +7.5% |
| 6M | -1.2% | -17.5% | +16.4% | +3.8% |
| YTD | +17.6% | -5.3% | +22.9% | +18.0% |
| 1Y | +18.4% | -14.8% | +33.2% | +22.6% |
| 3Y | +33.1% | +18.8% | +14.2% | +23.9% |
| 5Y | +148.2% | +20.7% | +127.5% | +123.7% |
| All | +312.4% | +206.7% | +105.7% | +165.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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