-23.0%
TNA vs RRC
+142.8%
-165.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.9% |
| 7D | -7.3% | -1.8% | -5.5% | -6.3% |
| 30D | -14.2% | +2.7% | -16.8% | -15.6% |
| 3M | -4.6% | +8.8% | -13.4% | -10.3% |
| 6M | +36.9% | -1.2% | +38.1% | +33.8% |
| YTD | +42.5% | +17.6% | +25.0% | +23.4% |
| 1Y | +45.8% | +18.4% | +27.3% | +24.4% |
| 3Y | +104.7% | +33.1% | +71.6% | +63.6% |
| All | -23.0% | +142.8% | -165.9% | -54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling