+301.1%
TD vs RRC
+6.5%
+294.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | -2.6% | -1.2% | -1.4% | -2.4% |
| 30D | -1.0% | +3.0% | -4.0% | -1.4% |
| 3M | +5.6% | +7.3% | -1.7% | +4.6% |
| 6M | +27.1% | +3.6% | +23.5% | +26.1% |
| YTD | +29.4% | +19.4% | +10.0% | +25.9% |
| 1Y | +60.7% | +21.4% | +39.3% | +55.7% |
| 3Y | +127.6% | +32.8% | +94.9% | +115.2% |
| 5Y | +125.4% | +152.0% | -26.6% | +92.1% |
| All | +301.1% | +6.5% | +294.6% | +211.4% |
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 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