-10.9%
TRI vs RRC
+150.0%
-160.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | -14.4% | -1.2% | -13.2% | -14.3% |
| 30D | -8.1% | +3.0% | -11.1% | -8.3% |
| 3M | +17.5% | +7.3% | +10.3% | +16.9% |
| 6M | -5.0% | +3.6% | -8.5% | -5.3% |
| YTD | -24.7% | +19.4% | -44.1% | -25.8% |
| 1Y | -41.5% | +21.4% | -62.9% | -42.4% |
| 3Y | -20.3% | +32.8% | -53.1% | -22.6% |
| 5Y | -10.9% | +152.0% | -162.9% | -16.3% |
| All | -10.9% | +150.0% | -160.9% | -16.3% |
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