+126.9%
TD vs RRX
+17.8%
+109.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | 0.0% |
| 7D | -0.5% | -0.3% | -0.2% | -0.5% |
| 30D | -1.9% | -6.1% | +4.2% | -0.9% |
| 3M | +4.8% | -23.1% | +27.8% | +8.8% |
| 6M | +28.0% | -19.5% | +47.5% | +31.0% |
| YTD | +30.3% | +16.1% | +14.2% | +24.0% |
| 1Y | +59.8% | +12.9% | +46.8% | +52.2% |
| 3Y | +124.7% | +7.9% | +116.8% | +110.8% |
| All | +126.9% | +17.8% | +109.0% | +106.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling