+6,242.0%
TGT vs RRC
+1,202.2%
+5,039.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.3% |
| 7D | +0.8% | +1.3% | -0.5% | +0.7% |
| 30D | +12.2% | +10.1% | +2.1% | +11.3% |
| 3M | +33.8% | +4.0% | +29.8% | +33.3% |
| 6M | +39.3% | +1.6% | +37.7% | +38.9% |
| YTD | +72.9% | +19.7% | +53.1% | +70.0% |
| 1Y | +84.6% | +21.4% | +63.1% | +81.0% |
| 3Y | +46.2% | +29.7% | +16.6% | +41.7% |
| 5Y | -21.3% | +153.9% | -175.2% | -28.7% |
| 10Y | +213.5% | +10.8% | +202.7% | +179.5% |
| All | +6,242.0% | +1,202.2% | +5,039.8% | +4,694.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling