+74.7%
TNA vs RRC
+6.8%
+67.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.4% | -3.2% |
| 7D | -7.6% | -1.2% | -6.4% | -7.1% |
| 30D | -13.6% | +3.0% | -16.6% | -15.0% |
| 3M | +2.8% | +7.3% | -4.5% | -1.8% |
| 6M | +34.5% | +3.6% | +30.9% | +29.0% |
| YTD | +41.0% | +19.4% | +21.7% | +24.9% |
| 1Y | +52.0% | +21.4% | +30.6% | +32.8% |
| 3Y | +103.5% | +32.8% | +70.7% | +72.4% |
| 5Y | -22.5% | +152.6% | -175.1% | -52.9% |
| All | +74.7% | +6.8% | +67.9% | +6.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling