+201.6%
TGT vs RRC
+73.1%
+128.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.3% |
| 7D | +2.6% | +6.4% | -3.7% | +2.0% |
| 30D | +4.7% | +23.9% | -19.2% | +2.0% |
| 3M | +4.6% | +30.2% | -25.6% | +1.3% |
| 6M | +34.9% | +26.3% | +8.6% | +31.0% |
| YTD | +70.9% | +48.1% | +22.8% | +62.7% |
| 1Y | +84.4% | +37.7% | +46.7% | +76.7% |
| 3Y | +69.1% | +60.3% | +8.8% | +57.9% |
| 5Y | -26.9% | +135.3% | -162.2% | -35.5% |
| All | +201.6% | +73.1% | +128.5% | +138.3% |
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