-9.7%
TRU vs RRC
+23.4%
-33.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.9% | -5.1% | -5.9% |
| 7D | -6.8% | +1.3% | -8.1% | -6.8% |
| 30D | 0.0% | +10.1% | -10.1% | -0.3% |
| 3M | +13.3% | +4.0% | +9.3% | +12.8% |
| 6M | +3.4% | +1.6% | +1.8% | +1.8% |
| YTD | -6.4% | +19.7% | -26.1% | -10.6% |
| 1Y | -9.7% | +21.4% | -31.1% | -14.6% |
| All | -9.7% | +23.4% | -33.1% | -14.6% |
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