+131.3%
TLT vs RRC
+1,500.9%
-1,369.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | -0.2% |
| 7D | +0.1% | -10.8% | +10.9% | -0.5% |
| 30D | +6.2% | +22.3% | -16.1% | +7.5% |
| 3M | +0.1% | +26.6% | -26.6% | +1.5% |
| 6M | -3.0% | +18.9% | -21.9% | -1.8% |
| YTD | -2.7% | +39.2% | -41.9% | -0.6% |
| 1Y | -4.8% | +34.0% | -38.8% | -2.9% |
| 3Y | +6.9% | +42.0% | -35.1% | +10.2% |
| 5Y | -34.5% | +111.9% | -146.3% | -29.6% |
| 10Y | -17.3% | +62.8% | -80.1% | -7.1% |
| All | +131.3% | +1,500.9% | -1,369.6% | +212.0% |
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 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