-78.9%
TE vs RRC
+1,067.7%
-1,146.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +4.8% | -14.4% | -10.2% |
| 7D | -26.9% | -5.2% | -21.7% | -26.3% |
| 30D | -38.9% | +25.2% | -64.2% | -41.1% |
| 3M | -61.0% | +27.4% | -88.4% | -62.5% |
| 6M | -66.4% | +27.0% | -93.4% | -67.9% |
| YTD | -69.0% | +46.3% | -115.3% | -71.2% |
| 1Y | -54.0% | +37.1% | -91.1% | -56.9% |
| 3Y | +38.0% | +60.2% | -22.2% | +26.3% |
| 5Y | -81.0% | +136.6% | -217.6% | -83.2% |
| All | -78.9% | +1,067.7% | -1,146.6% | -81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling