+206.0%
RRX vs TAP
-50.5%
+256.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -3.7% | -5.3% | +1.5% | -1.9% |
| 30D | -9.3% | -7.4% | -1.9% | -7.0% |
| 3M | -21.8% | -4.9% | -16.9% | -21.0% |
| 6M | -22.0% | -14.2% | -7.8% | -18.5% |
| YTD | +11.9% | -14.8% | +26.8% | +16.7% |
| 1Y | +11.6% | -18.1% | +29.7% | +17.6% |
| 3Y | +2.2% | -32.7% | +34.9% | +14.4% |
| 5Y | +14.9% | -0.5% | +15.3% | +6.3% |
| All | +206.0% | -50.5% | +256.6% | +201.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TAP 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling