+537.0%
TDG vs RRX
+228.4%
+308.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.5% | -0.2% |
| 7D | -1.9% | -0.3% | -1.5% | -1.8% |
| 30D | -7.7% | -6.1% | -1.6% | -5.5% |
| 3M | -9.3% | -23.1% | +13.7% | -1.5% |
| 6M | -9.4% | -19.5% | +10.2% | -5.0% |
| YTD | -14.3% | +16.1% | -30.3% | -24.3% |
| 1Y | -11.8% | +12.9% | -24.8% | -22.2% |
| 3Y | +52.0% | +7.9% | +44.0% | +25.2% |
| 5Y | +128.8% | +19.1% | +109.7% | +68.4% |
| All | +537.0% | +228.4% | +308.6% | +165.4% |
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 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