-12.5%
TLT vs RRC
+63.1%
-75.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.2% | +0.1% |
| 7D | +0.3% | -10.3% | +10.6% | -0.1% |
| 30D | +5.1% | +19.5% | -14.4% | +5.9% |
| 3M | -0.2% | +27.9% | -28.1% | +0.8% |
| 6M | -2.9% | +21.2% | -24.1% | -2.1% |
| YTD | -2.7% | +39.6% | -42.3% | -1.3% |
| 1Y | -4.6% | +31.3% | -35.9% | -3.4% |
| 3Y | +6.1% | +51.9% | -45.9% | +8.5% |
| 5Y | -35.1% | +110.2% | -145.3% | -31.9% |
| 10Y | -12.5% | +56.7% | -69.1% | -2.2% |
| All | -12.5% | +63.1% | -75.5% | -2.2% |
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 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