+505.0%
TRI vs RRX
+857.4%
-352.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.9% |
| 7D | -14.4% | -3.7% | -10.6% | -13.6% |
| 30D | -8.1% | -9.3% | +1.2% | -6.2% |
| 3M | +17.5% | -21.8% | +39.3% | +22.7% |
| 6M | -5.0% | -22.0% | +17.1% | -2.6% |
| YTD | -24.7% | +11.9% | -36.6% | -30.7% |
| 1Y | -41.5% | +11.6% | -53.1% | -46.5% |
| 3Y | -20.3% | +2.2% | -22.5% | -29.6% |
| 5Y | -10.9% | +14.9% | -25.8% | -26.5% |
| 10Y | +190.6% | +214.2% | -23.7% | +61.1% |
| All | +505.0% | +857.4% | -352.3% | +102.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling