+76.5%
TNA vs RRX
+228.4%
-151.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | -3.6% |
| 7D | -7.3% | -0.3% | -6.9% | -6.9% |
| 30D | -14.2% | -6.1% | -8.0% | -7.2% |
| 3M | -4.6% | -23.1% | +18.5% | +23.5% |
| 6M | +36.9% | -19.5% | +56.5% | +61.8% |
| YTD | +42.5% | +16.1% | +26.5% | -3.9% |
| 1Y | +45.8% | +12.9% | +32.8% | +0.7% |
| 3Y | +104.7% | +7.9% | +96.7% | +41.9% |
| 5Y | -21.7% | +19.1% | -40.8% | -50.4% |
| All | +76.5% | +228.4% | -151.9% | -65.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling