-41.5%
TRI vs RRC
+20.8%
-62.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +1.9% |
| 7D | -7.9% | -1.8% | -6.1% | -7.7% |
| 30D | -4.5% | +2.7% | -7.2% | -4.8% |
| 3M | +22.1% | +8.8% | +13.3% | +20.9% |
| 6M | -2.8% | -1.2% | -1.6% | -3.4% |
| YTD | -23.4% | +17.6% | -41.0% | -24.3% |
| 1Y | -41.5% | +18.4% | -60.0% | -41.7% |
| All | -41.5% | +20.8% | -62.3% | -41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling