-25.8%
TE vs RRC
+44.7%
-70.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.5% | 0.0% | -5.2% |
| 7D | +3.8% | -6.8% | +10.6% | +0.5% |
| 30D | -26.2% | +34.7% | -60.9% | -11.8% |
| 3M | -49.7% | +31.5% | -81.2% | -40.0% |
| 6M | -46.5% | +21.8% | -68.2% | -37.0% |
| YTD | -59.1% | +48.9% | -108.0% | -47.8% |
| 1Y | -25.8% | +42.1% | -67.9% | -5.8% |
| All | -25.8% | +44.7% | -70.5% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling