-25.0%
TGT vs RRC
+154.4%
-179.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | -3.6% | -1.7% | -1.8% | -3.3% |
| 30D | +4.4% | +3.6% | +0.8% | +3.9% |
| 3M | +25.4% | +8.8% | +16.5% | +23.7% |
| 6M | +33.4% | +0.8% | +32.6% | +32.8% |
| YTD | +65.6% | +19.0% | +46.6% | +60.4% |
| 1Y | +80.3% | +22.9% | +57.4% | +73.2% |
| 3Y | +42.1% | +32.3% | +9.8% | +32.8% |
| 5Y | -25.0% | +151.6% | -176.6% | -34.1% |
| All | -25.0% | +154.4% | -179.4% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling