+212.1%
RRX vs TAP
-50.5%
+262.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.2% |
| 7D | -0.7% | -5.1% | +4.4% | +1.1% |
| 30D | -8.0% | -8.4% | +0.5% | -5.2% |
| 3M | -25.1% | -3.9% | -21.1% | -24.6% |
| 6M | -18.3% | -14.4% | -3.9% | -14.6% |
| YTD | +14.2% | -14.7% | +28.9% | +19.0% |
| 1Y | +13.0% | -18.7% | +31.7% | +19.4% |
| 3Y | +4.2% | -32.6% | +36.8% | +16.6% |
| 5Y | +17.9% | -1.4% | +19.3% | +9.5% |
| All | +212.1% | -50.5% | +262.6% | +207.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling