-81.0%
TE vs RRC
+124.4%
-205.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +4.8% | -14.4% | -10.9% |
| 7D | -26.9% | -5.2% | -21.7% | -25.8% |
| 30D | -38.9% | +25.2% | -64.2% | -43.3% |
| 3M | -61.0% | +27.4% | -88.4% | -64.1% |
| 6M | -66.4% | +27.0% | -93.4% | -69.4% |
| YTD | -69.0% | +46.3% | -115.3% | -73.6% |
| 1Y | -54.0% | +37.1% | -91.1% | -60.0% |
| 3Y | +38.0% | +60.2% | -22.2% | +12.2% |
| 5Y | -81.0% | +136.6% | -217.6% | -85.5% |
| All | -81.0% | +124.4% | -205.4% | -85.5% |
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