-53.1%
TE vs RRX
+110.8%
-163.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | -1.4% |
| 7D | +0.2% | -0.3% | +0.6% | +0.5% |
| 30D | -5.9% | -6.1% | +0.2% | -2.4% |
| 3M | -45.6% | -23.1% | -22.5% | -36.8% |
| 6M | -43.4% | -19.5% | -23.8% | -35.9% |
| YTD | -31.0% | +16.1% | -47.1% | -36.6% |
| 1Y | +145.2% | +12.9% | +132.3% | +127.6% |
| 3Y | -24.1% | +7.9% | -32.0% | -26.2% |
| 5Y | -48.1% | +19.1% | -67.2% | -50.9% |
| All | -53.1% | +110.8% | -163.9% | -56.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling