+131.2%
TLT vs RRX
+1,146.4%
-1,015.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -0.4% | +3.4% | -3.9% | -0.1% |
| 30D | -0.6% | -11.1% | +10.5% | -1.6% |
| 3M | -2.7% | -23.7% | +21.0% | -4.9% |
| 6M | -5.6% | -22.0% | +16.4% | -7.2% |
| YTD | -2.8% | +16.5% | -19.3% | -0.1% |
| 1Y | -1.4% | +11.5% | -12.9% | +1.0% |
| 3Y | -1.6% | +1.5% | -3.1% | +1.2% |
| 5Y | -33.8% | +18.3% | -52.1% | -29.7% |
| 10Y | -21.1% | +209.8% | -230.9% | +0.3% |
| All | +131.2% | +1,146.4% | -1,015.2% | +272.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling