-20.8%
TLT vs RRX
+216.7%
-237.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.8% | -1.3% |
| 7D | -1.6% | -3.7% | +2.2% | -1.8% |
| 30D | -1.3% | -9.3% | +8.0% | -1.8% |
| 3M | -3.7% | -21.8% | +18.1% | -4.7% |
| 6M | -6.4% | -22.0% | +15.7% | -7.1% |
| YTD | -4.5% | +11.9% | -16.4% | -2.9% |
| 1Y | -5.9% | +11.6% | -17.5% | -4.2% |
| 3Y | -2.8% | +2.2% | -5.0% | -1.2% |
| 5Y | -35.1% | +14.9% | -49.9% | -32.3% |
| All | -20.8% | +216.7% | -237.5% | +0.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling