+3,874.2%
RRX vs TAP
+825.0%
+3,049.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | +3.4% | -2.3% | +5.8% | +3.9% |
| 30D | -11.1% | -2.1% | -9.0% | -10.8% |
| 3M | -23.7% | +6.6% | -30.3% | -25.0% |
| 6M | -22.0% | -11.5% | -10.5% | -20.6% |
| YTD | +16.5% | -10.3% | +26.7% | +18.1% |
| 1Y | +11.5% | -14.4% | +25.9% | +13.8% |
| 3Y | +1.5% | -28.3% | +29.8% | +6.7% |
| 5Y | +18.3% | +1.7% | +16.6% | +15.2% |
| 10Y | +209.8% | -49.2% | +259.0% | +230.2% |
| All | +3,874.2% | +825.0% | +3,049.1% | +3,189.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling