+303.8%
TD vs RRX
+228.4%
+75.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | -0.3% |
| 7D | -0.5% | -0.3% | -0.2% | -0.5% |
| 30D | -1.9% | -6.1% | +4.2% | -0.2% |
| 3M | +4.8% | -23.1% | +27.8% | +11.3% |
| 6M | +28.0% | -19.5% | +47.5% | +32.7% |
| YTD | +30.3% | +16.1% | +14.2% | +19.6% |
| 1Y | +59.8% | +12.9% | +46.8% | +46.9% |
| 3Y | +124.7% | +7.9% | +116.8% | +97.7% |
| 5Y | +127.0% | +19.1% | +107.9% | +83.2% |
| All | +303.8% | +228.4% | +75.4% | +106.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling