+45.8%
TNA vs RRC
+20.5%
+25.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.0% |
| 7D | -7.3% | -2.0% | -5.2% | -7.3% |
| 30D | -14.2% | +2.4% | -16.6% | -14.1% |
| 3M | -4.6% | +8.6% | -13.1% | -4.3% |
| 6M | +36.9% | -1.4% | +38.3% | +36.6% |
| YTD | +42.5% | +17.3% | +25.3% | +34.2% |
| 1Y | +45.8% | +18.1% | +27.6% | +45.0% |
| All | +45.8% | +20.5% | +25.3% | +45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling