-18.6%
TAP vs RRC
+20.2%
-38.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.1% |
| 7D | -2.3% | -1.2% | -1.1% | -2.3% |
| 30D | -9.4% | +9.4% | -18.8% | -9.5% |
| 3M | -0.8% | +7.4% | -8.2% | -1.0% |
| 6M | -14.7% | +1.5% | -16.2% | -14.8% |
| YTD | -13.9% | +19.4% | -33.3% | -13.4% |
| 1Y | -18.6% | +24.2% | -42.8% | -19.4% |
| All | -18.6% | +20.2% | -38.9% | -19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling