+12.9%
RRX vs TW
-14.2%
+27.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +3.5% |
| 7D | -0.3% | -4.5% | +4.1% | -1.2% |
| 30D | -6.1% | -2.3% | -3.9% | -6.5% |
| 3M | -23.1% | +2.6% | -25.6% | -23.7% |
| 6M | -19.5% | -17.5% | -2.0% | -17.9% |
| YTD | +16.1% | -5.3% | +21.4% | +10.2% |
| 1Y | +12.9% | -14.8% | +27.7% | +6.7% |
| All | +12.9% | -14.2% | +27.1% | +6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling