+5,906.0%
TGT vs RRX
+3,748.6%
+2,157.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.6% |
| 7D | -5.0% | -3.7% | -1.3% | -4.0% |
| 30D | +3.0% | -9.3% | +12.3% | +5.8% |
| 3M | +22.6% | -21.8% | +44.4% | +29.2% |
| 6M | +31.2% | -22.0% | +53.2% | +36.7% |
| YTD | +63.7% | +11.9% | +51.8% | +52.1% |
| 1Y | +78.5% | +11.6% | +66.9% | +65.0% |
| 3Y | +40.5% | +2.2% | +38.3% | +28.5% |
| 5Y | -25.6% | +14.9% | -40.5% | -35.2% |
| 10Y | +204.7% | +214.2% | -9.5% | +90.7% |
| All | +5,906.0% | +3,748.6% | +2,157.4% | +2,119.9% |
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