+203.6%
TGT vs RRC
+4.9%
+198.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.2% |
| 7D | -5.2% | -1.8% | -3.4% | -5.1% |
| 30D | +1.2% | +2.7% | -1.5% | +0.9% |
| 3M | +18.4% | +8.8% | +9.6% | +17.2% |
| 6M | +33.4% | -1.2% | +34.6% | +33.3% |
| YTD | +63.8% | +17.6% | +46.2% | +60.4% |
| 1Y | +77.2% | +18.4% | +58.7% | +73.0% |
| 3Y | +41.8% | +33.1% | +8.7% | +35.4% |
| 5Y | -25.5% | +148.2% | -173.7% | -34.3% |
| All | +203.6% | +4.9% | +198.7% | +150.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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