+399.5%
TPR vs RRC
+60.0%
+339.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.8% |
| 7D | +6.4% | -0.5% | +6.9% | +6.4% |
| 30D | +13.8% | +25.2% | -11.5% | +9.7% |
| 3M | -16.6% | +27.8% | -44.4% | -19.9% |
| 6M | +0.7% | +27.2% | -26.6% | -3.4% |
| YTD | +5.3% | +48.2% | -42.8% | -3.4% |
| 1Y | +32.4% | +34.7% | -2.3% | +24.3% |
| All | +399.5% | +60.0% | +339.4% | +334.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling