+356.2%
TPR vs RRC
+73.1%
+283.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -0.3% | +6.4% | -6.7% | -1.6% |
| 30D | +15.1% | +23.9% | -8.8% | +9.3% |
| 3M | +3.5% | +30.2% | -26.7% | -2.9% |
| 6M | +0.4% | +26.3% | -25.8% | -5.5% |
| YTD | +4.6% | +48.1% | -43.5% | -5.7% |
| 1Y | +33.1% | +37.7% | -4.6% | +21.7% |
| 3Y | +396.0% | +60.3% | +335.7% | +330.9% |
| 5Y | +230.3% | +135.3% | +95.0% | +151.2% |
| All | +356.2% | +73.1% | +283.2% | +136.4% |
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