+12,926.4%
TDG vs RRX
+434.7%
+12,491.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.5% | -0.3% |
| 7D | -1.9% | -0.3% | -1.5% | -1.8% |
| 30D | -7.7% | -6.1% | -1.6% | -5.4% |
| 3M | -9.3% | -23.1% | +13.7% | -1.1% |
| 6M | -9.4% | -19.5% | +10.2% | -4.7% |
| YTD | -14.3% | +16.1% | -30.3% | -24.1% |
| 1Y | -11.8% | +12.9% | -24.8% | -21.9% |
| 3Y | +52.0% | +7.9% | +44.0% | +25.6% |
| 5Y | +128.8% | +19.1% | +109.7% | +74.0% |
| 10Y | +543.8% | +225.8% | +318.0% | +198.6% |
| All | +12,926.4% | +434.7% | +12,491.7% | +4,302.9% |
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