+568.1%
TRI vs RRC
+1,229.7%
-661.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.6% | -5.3% |
| 7D | -0.5% | +1.3% | -1.8% | -0.7% |
| 30D | +7.9% | +10.1% | -2.3% | +6.8% |
| 3M | +24.1% | +4.0% | +20.1% | +23.5% |
| 6M | +3.8% | +1.6% | +2.2% | +3.5% |
| YTD | -16.9% | +19.7% | -36.6% | -18.6% |
| 1Y | -38.4% | +21.4% | -59.8% | -39.9% |
| 3Y | -12.2% | +29.7% | -41.9% | -16.0% |
| 5Y | -1.8% | +153.9% | -155.7% | -15.5% |
| 10Y | +207.6% | +10.8% | +196.8% | +171.8% |
| All | +568.1% | +1,229.7% | -661.7% | +304.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling