-53.2%
TE vs RRC
+855.6%
-908.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.4% |
| 7D | -4.0% | +1.3% | -5.3% | -4.2% |
| 30D | -15.9% | +10.1% | -26.0% | -17.1% |
| 3M | -60.5% | +4.0% | -64.6% | -60.9% |
| 6M | -35.2% | +1.6% | -36.8% | -35.8% |
| YTD | -31.1% | +19.7% | -50.8% | -33.9% |
| 1Y | +148.6% | +21.4% | +127.2% | +137.5% |
| 3Y | -26.4% | +29.7% | -56.1% | -30.3% |
| 5Y | -48.0% | +153.9% | -201.9% | -53.2% |
| All | -53.2% | +855.6% | -908.8% | -57.7% |
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