+8,130.9%
TD vs RRC
+625.1%
+7,505.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | +0.6% | +2.5% | -2.0% | +0.3% |
| 30D | +5.0% | +21.1% | -16.2% | +2.3% |
| 3M | +1.1% | +28.4% | -27.3% | -2.2% |
| 6M | +16.5% | +26.5% | -10.0% | +12.6% |
| YTD | +34.3% | +47.0% | -12.8% | +27.1% |
| 1Y | +52.9% | +35.2% | +17.7% | +46.0% |
| 3Y | +132.2% | +61.0% | +71.2% | +114.5% |
| 5Y | +101.9% | +133.6% | -31.7% | +73.4% |
| 10Y | +302.0% | +72.1% | +229.9% | +215.9% |
| All | +8,130.9% | +625.1% | +7,505.8% | +6,137.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling