+379.1%
TPR vs RRC
+59.4%
+319.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.4% |
| 7D | +14.2% | -10.8% | +25.0% | +16.8% |
| 30D | +17.1% | +22.3% | -5.2% | +11.5% |
| 3M | -17.7% | +26.6% | -44.3% | -22.4% |
| 6M | -10.2% | +18.9% | -29.1% | -14.4% |
| YTD | +4.9% | +39.2% | -34.3% | -4.2% |
| 1Y | +36.1% | +34.0% | +2.2% | +25.1% |
| 3Y | +416.5% | +42.0% | +374.4% | +360.4% |
| 5Y | +254.8% | +111.9% | +142.9% | +175.9% |
| All | +379.1% | +59.4% | +319.7% | +155.8% |
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