+379.8%
TPR vs RRX
+217.6%
+162.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.1% |
| 7D | +12.1% | 0.0% | +12.0% | +11.1% |
| 30D | +16.7% | +9.0% | +7.6% | +9.0% |
| 3M | -17.4% | +4.0% | -21.4% | -21.1% |
| 6M | +2.3% | -15.7% | +18.0% | +5.9% |
| YTD | +7.1% | +29.0% | -21.9% | -16.4% |
| 1Y | +29.5% | +35.2% | -5.7% | -2.6% |
| 3Y | +415.0% | +67.7% | +347.3% | +200.6% |
| 5Y | +261.5% | +14.9% | +246.6% | +162.5% |
| All | +379.8% | +217.6% | +162.2% | +61.4% |
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