+230.8%
TPR vs RRC
+132.2%
+98.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.4% |
| 7D | -1.1% | +2.5% | -3.7% | -1.6% |
| 30D | +15.1% | +21.1% | -6.0% | +10.5% |
| 3M | -13.4% | +28.4% | -41.8% | -17.9% |
| 6M | +1.4% | +26.5% | -25.1% | -4.0% |
| YTD | +4.8% | +47.0% | -42.2% | -4.7% |
| 1Y | +29.2% | +35.2% | -6.0% | +19.6% |
| 3Y | +403.7% | +61.0% | +342.7% | +340.0% |
| 5Y | +230.8% | +133.6% | +97.2% | +176.4% |
| All | +230.8% | +132.2% | +98.6% | +176.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling