+415.8%
RRC vs TW
+298.0%
+117.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | +2.5% | +3.2% | -0.7% | +1.6% |
| 30D | +21.1% | +19.7% | +1.4% | +15.0% |
| 3M | +28.4% | +26.8% | +1.5% | +19.6% |
| 6M | +26.5% | +20.9% | +5.6% | +19.0% |
| YTD | +47.0% | +22.9% | +24.1% | +36.8% |
| 1Y | +35.2% | +20.4% | +14.8% | +26.6% |
| 3Y | +61.0% | +42.9% | +18.1% | +42.3% |
| 5Y | +133.6% | +40.2% | +93.4% | +101.8% |
| All | +415.8% | +298.0% | +117.7% | +207.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling