+6.2%
RRX vs TAP
-33.0%
+39.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.4% |
| 7D | -0.7% | -5.1% | +4.4% | +0.1% |
| 30D | -8.0% | -8.4% | +0.5% | -6.7% |
| 3M | -25.1% | -3.9% | -21.1% | -24.9% |
| 6M | -18.3% | -14.4% | -3.9% | -16.0% |
| YTD | +14.2% | -14.7% | +28.9% | +17.0% |
| 1Y | +13.0% | -18.7% | +31.7% | +17.3% |
| All | +6.2% | -33.0% | +39.2% | +12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling