+38.5%
TNA vs RRX
+30.0%
+8.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.6% | +8.0% | +6.5% |
| 7D | +2.4% | +7.6% | -5.2% | -2.7% |
| 30D | -0.9% | +7.5% | -8.4% | -6.0% |
| 3M | -19.2% | -21.0% | +1.8% | -8.4% |
| 6M | -0.8% | -18.1% | +17.2% | +8.0% |
| YTD | +33.2% | +24.3% | +8.9% | +6.4% |
| 1Y | +38.5% | +29.3% | +9.2% | +7.1% |
| All | +38.5% | +30.0% | +8.5% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling