+118.7%
RRX vs TW
+206.7%
-88.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +3.9% |
| 7D | -0.3% | -4.5% | +4.1% | +0.8% |
| 30D | -6.1% | -2.3% | -3.9% | -5.7% |
| 3M | -23.1% | +2.6% | -25.6% | -24.5% |
| 6M | -19.5% | -17.5% | -2.0% | -16.3% |
| YTD | +16.1% | -5.3% | +21.4% | +15.2% |
| 1Y | +12.9% | -14.8% | +27.7% | +15.6% |
| 3Y | +7.9% | +18.8% | -10.9% | -4.2% |
| 5Y | +19.1% | +20.7% | -1.6% | +2.5% |
| All | +118.7% | +206.7% | -88.0% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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