-48.5%
TE vs RRX
+112.7%
-161.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.5% | +9.5% | +9.7% |
| 7D | +18.2% | +4.3% | +13.9% | +15.5% |
| 30D | -13.5% | -8.0% | -5.5% | -9.2% |
| 3M | -44.6% | -22.0% | -22.6% | -36.0% |
| 6M | -24.7% | -11.9% | -12.8% | -18.6% |
| YTD | -24.3% | +17.1% | -41.4% | -30.8% |
| 1Y | +155.6% | +14.9% | +140.7% | +134.9% |
| 3Y | -18.3% | +6.9% | -25.1% | -20.5% |
| 5Y | -41.3% | +19.6% | -60.9% | -44.7% |
| All | -48.5% | +112.7% | -161.2% | -52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling