-0.9%
TLT vs RRX
+3.6%
-4.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.5% |
| 7D | -0.3% | -0.7% | +0.5% | -0.2% |
| 30D | 0.0% | -8.0% | +7.9% | +0.2% |
| 3M | -2.9% | -25.1% | +22.2% | -2.2% |
| 6M | -6.3% | -18.3% | +12.0% | -5.9% |
| YTD | -3.3% | +14.2% | -17.5% | -3.7% |
| 1Y | -4.2% | +13.0% | -17.3% | -4.6% |
| All | -0.9% | +3.6% | -4.6% | -1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling