-49.5%
TAP vs RRC
+63.1%
-112.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -7.8% | -10.3% | +2.5% | -6.5% |
| 30D | +7.1% | +19.5% | -12.3% | +4.4% |
| 3M | -7.0% | +27.9% | -35.0% | -10.3% |
| 6M | -3.8% | +21.2% | -25.0% | -6.7% |
| YTD | -11.7% | +39.6% | -51.3% | -16.1% |
| 1Y | -10.1% | +31.3% | -41.4% | -14.0% |
| 3Y | -23.7% | +51.9% | -75.6% | -29.7% |
| 5Y | +2.9% | +110.2% | -107.3% | -13.3% |
| 10Y | -49.5% | +56.7% | -106.1% | -67.2% |
| All | -49.5% | +63.1% | -112.6% | -67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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