+38.0%
TE vs RRC
+57.4%
-19.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +4.8% | -14.4% | -11.0% |
| 7D | -26.9% | -5.2% | -21.7% | -25.7% |
| 30D | -38.9% | +25.2% | -64.2% | -43.9% |
| 3M | -61.0% | +27.4% | -88.4% | -64.5% |
| 6M | -66.4% | +27.0% | -93.4% | -69.9% |
| YTD | -69.0% | +46.3% | -115.3% | -75.3% |
| 1Y | -54.0% | +37.1% | -91.1% | -62.1% |
| 3Y | +38.0% | +60.2% | -22.2% | -15.1% |
| All | +38.0% | +57.4% | -19.4% | -15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling