-25.8%
TE vs RRX
+30.0%
-55.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.6% | +0.1% | -0.9% |
| 7D | +3.8% | +7.6% | -3.8% | -1.5% |
| 30D | -26.2% | +7.5% | -33.7% | -29.8% |
| 3M | -49.7% | -21.0% | -28.7% | -42.1% |
| 6M | -46.5% | -18.1% | -28.4% | -38.8% |
| YTD | -59.1% | +24.3% | -83.4% | -60.8% |
| 1Y | -25.8% | +29.3% | -55.1% | -30.1% |
| All | -25.8% | +30.0% | -55.8% | -30.1% |
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