+145.2%
TE vs RRC
+20.8%
+124.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.1% |
| 7D | +0.2% | -1.8% | +2.0% | -0.4% |
| 30D | -5.9% | +2.7% | -8.6% | -4.9% |
| 3M | -45.6% | +8.8% | -54.4% | -43.4% |
| 6M | -43.4% | -1.2% | -42.2% | -41.6% |
| YTD | -31.0% | +17.6% | -48.6% | -29.4% |
| 1Y | +145.2% | +18.4% | +126.8% | +166.2% |
| All | +145.2% | +20.8% | +124.4% | +166.2% |
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