+41.0%
TDY vs RRC
+142.3%
-101.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +3.0% | +1.4% |
| 7D | -1.1% | -2.0% | +0.9% | -0.9% |
| 30D | -12.0% | +2.4% | -14.5% | -12.3% |
| 3M | -3.2% | +8.6% | -11.8% | -4.4% |
| 6M | -7.9% | -1.4% | -6.5% | -8.0% |
| YTD | +18.2% | +17.3% | +0.9% | +15.0% |
| 1Y | +6.7% | +18.1% | -11.5% | +3.4% |
| 3Y | +47.5% | +32.8% | +14.8% | +39.2% |
| All | +41.0% | +142.3% | -101.3% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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