+2,640.5%
TFC vs RRX
+3,925.9%
-1,285.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.7% | -2.3% |
| 7D | +2.2% | +4.3% | -2.0% | +0.6% |
| 30D | -2.5% | -8.0% | +5.5% | +0.7% |
| 3M | +4.5% | -22.0% | +26.6% | +12.6% |
| 6M | +11.0% | -11.9% | +22.9% | +12.1% |
| YTD | +5.9% | +17.1% | -11.2% | -5.6% |
| 1Y | +14.6% | +14.9% | -0.3% | +2.0% |
| 3Y | +96.7% | +6.9% | +89.8% | +71.8% |
| 5Y | +15.6% | +19.6% | -4.0% | -5.1% |
| 10Y | +98.6% | +215.9% | -117.3% | +12.1% |
| All | +2,640.5% | +3,925.9% | -1,285.4% | +867.9% |
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