-20.7%
TLT vs RRC
+7.9%
-28.6%
-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% | 0.0% |
| 7D | +0.4% | -1.2% | +1.6% | +0.4% |
| 30D | -0.3% | +9.4% | -9.7% | +0.1% |
| 3M | -1.7% | +7.4% | -9.1% | -1.4% |
| 6M | -4.9% | +1.5% | -6.4% | -4.8% |
| YTD | -2.8% | +19.4% | -22.2% | -2.0% |
| 1Y | -4.2% | +24.2% | -28.4% | -3.2% |
| 3Y | -1.1% | +32.8% | -33.9% | +0.6% |
| 5Y | -33.7% | +152.9% | -186.6% | -29.7% |
| 10Y | -20.7% | +3.9% | -24.5% | -11.7% |
| All | -20.7% | +7.9% | -28.6% | -11.7% |
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