+62.6%
TD vs RRX
+30.0%
+32.6%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.6% | +6.4% | +3.2% |
| 7D | +1.4% | +7.6% | -6.3% | +0.3% |
| 30D | +10.2% | +7.5% | +2.7% | +9.0% |
| 3M | +8.1% | -21.0% | +29.2% | +10.9% |
| 6M | +22.3% | -18.1% | +40.4% | +23.9% |
| YTD | +39.0% | +24.3% | +14.8% | +33.4% |
| 1Y | +62.6% | +29.3% | +33.3% | +55.8% |
| All | +62.6% | +30.0% | +32.6% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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