+218.5%
TRU vs RRC
-11.9%
+230.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.8% |
| 7D | -7.2% | -1.2% | -6.0% | -7.1% |
| 30D | -2.8% | +9.4% | -12.2% | -3.7% |
| 3M | +13.0% | +7.4% | +5.6% | +12.1% |
| 6M | +0.7% | +1.5% | -0.8% | +0.2% |
| YTD | -9.0% | +19.4% | -28.4% | -11.0% |
| 1Y | -16.3% | +24.2% | -40.5% | -18.5% |
| 3Y | -1.1% | +32.8% | -33.8% | -4.7% |
| 5Y | -36.0% | +152.9% | -188.9% | -42.3% |
| 10Y | +139.9% | +3.9% | +136.0% | +123.9% |
| All | +218.5% | -11.9% | +230.3% | +212.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling