+207.9%
RRX vs TAP
-47.7%
+255.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +12.6% | -6.3% | +18.9% | +14.9% |
| 30D | +10.6% | +2.7% | +7.9% | +8.6% |
| 3M | +4.6% | -3.7% | +8.4% | +4.8% |
| 6M | -13.6% | -2.0% | -11.6% | -14.7% |
| YTD | +29.4% | -12.3% | +41.8% | +32.3% |
| 1Y | +31.9% | -10.1% | +42.0% | +33.4% |
| 3Y | +68.3% | -25.3% | +93.5% | +79.0% |
| 5Y | +13.2% | -1.9% | +15.2% | +4.6% |
| All | +207.9% | -47.7% | +255.6% | +199.4% |
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