+148.6%
TE vs RRX
+14.9%
+133.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.2% | +1.2% |
| 7D | -4.0% | +3.4% | -7.4% | -6.1% |
| 30D | -15.9% | -11.1% | -4.8% | -9.1% |
| 3M | -60.5% | -23.7% | -36.8% | -52.7% |
| 6M | -35.2% | -22.0% | -13.2% | -23.9% |
| YTD | -31.1% | +16.5% | -47.6% | -31.5% |
| 1Y | +148.6% | +11.5% | +137.1% | +154.0% |
| All | +148.6% | +14.9% | +133.8% | +154.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling