+7,766.4%
TD vs RRX
+1,461.0%
+6,305.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.4% |
| 7D | -1.9% | -0.7% | -1.2% | -1.7% |
| 30D | -1.6% | -8.0% | +6.4% | +0.8% |
| 3M | +4.6% | -25.1% | +29.7% | +12.5% |
| 6M | +26.8% | -18.3% | +45.1% | +31.3% |
| YTD | +28.3% | +14.2% | +14.2% | +18.7% |
| 1Y | +60.4% | +13.0% | +47.4% | +47.7% |
| 3Y | +125.7% | +4.2% | +121.5% | +101.0% |
| 5Y | +122.4% | +17.9% | +104.5% | +84.0% |
| 10Y | +297.1% | +220.4% | +76.6% | +127.6% |
| All | +7,766.4% | +1,461.0% | +6,305.4% | +2,871.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling