+151.6%
RRC vs TW
+20.0%
+131.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -1.7% | -0.5% | -1.2% | -1.6% |
| 30D | +3.6% | -0.6% | +4.2% | +3.7% |
| 3M | +8.8% | +3.4% | +5.4% | +7.4% |
| 6M | +0.8% | -18.4% | +19.2% | +6.0% |
| YTD | +19.0% | -3.9% | +22.9% | +18.9% |
| 1Y | +22.9% | -13.3% | +36.2% | +26.6% |
| 3Y | +32.3% | +20.8% | +11.5% | +24.1% |
| 5Y | +151.6% | +20.3% | +131.3% | +127.9% |
| All | +151.6% | +20.0% | +131.5% | +127.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling