-45.4%
TE vs RRC
+154.4%
-199.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | +15.0% | -1.7% | +16.7% | +15.5% |
| 30D | -7.5% | +3.6% | -11.1% | -8.5% |
| 3M | -42.0% | +8.8% | -50.8% | -44.0% |
| 6M | -31.4% | +0.8% | -32.2% | -32.6% |
| YTD | -26.5% | +19.0% | -45.5% | -32.4% |
| 1Y | +153.1% | +22.9% | +130.2% | +128.5% |
| 3Y | -20.7% | +32.3% | -53.0% | -30.3% |
| 5Y | -45.4% | +151.6% | -197.0% | -57.2% |
| All | -45.4% | +154.4% | -199.8% | -57.2% |
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 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