-2.3%
TLT vs RRC
+18.4%
-20.8%
-10.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +6.4% |
| 3M | -0.2% | +27.9% | -28.1% | +2.2% |
| All | -2.3% | +18.4% | -20.8% | -1.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling