+56.5%
TEL vs RRX
+17.8%
+38.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.7% | -0.1% | +2.2% |
| 7D | +1.6% | -0.3% | +1.9% | +1.7% |
| 30D | -0.7% | -6.1% | +5.5% | +1.6% |
| 3M | +2.4% | -23.1% | +25.5% | +11.2% |
| 6M | +4.1% | -19.5% | +23.7% | +10.0% |
| YTD | -5.8% | +16.1% | -21.9% | -15.1% |
| 1Y | +0.9% | +12.9% | -12.1% | -8.6% |
| 3Y | +72.6% | +7.9% | +64.7% | +52.2% |
| All | +56.5% | +17.8% | +38.7% | +34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling