-19.2%
TRI vs RRX
+5.4%
-24.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | +1.9% |
| 7D | -7.9% | -0.3% | -7.5% | -7.9% |
| 30D | -4.5% | -6.1% | +1.6% | -4.8% |
| 3M | +22.1% | -23.1% | +45.2% | +21.1% |
| 6M | -2.8% | -19.5% | +16.8% | -3.2% |
| YTD | -23.4% | +16.1% | -39.5% | -24.6% |
| 1Y | -41.5% | +12.9% | -54.5% | -42.5% |
| 3Y | -19.2% | +7.9% | -27.1% | -16.6% |
| All | -19.2% | +5.4% | -24.6% | -16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling