+1,055.7%
RRX vs TDY
+6,969.6%
-5,913.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | -3.7% | -1.9% | -1.9% | -3.1% |
| 30D | -9.3% | -12.5% | +3.2% | -4.9% |
| 3M | -21.8% | -0.8% | -21.0% | -21.3% |
| 6M | -22.0% | -9.0% | -13.0% | -18.8% |
| YTD | +11.9% | +16.8% | -4.9% | +7.2% |
| 1Y | +11.6% | +9.5% | +2.2% | +9.3% |
| 3Y | +2.2% | +45.4% | -43.2% | -8.4% |
| 5Y | +14.9% | +37.8% | -22.9% | +4.9% |
| 10Y | +214.2% | +470.2% | -256.0% | +91.3% |
| All | +1,055.7% | +6,969.6% | -5,913.9% | +409.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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