-33.8%
TRU vs RRC
+142.8%
-176.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.2% |
| 7D | -2.7% | -1.8% | -0.9% | -2.4% |
| 30D | -2.0% | +2.7% | -4.7% | -2.5% |
| 3M | +18.4% | +8.8% | +9.6% | +16.5% |
| 6M | +8.9% | -1.2% | +10.0% | +8.4% |
| YTD | -8.9% | +17.6% | -26.5% | -12.5% |
| 1Y | -15.9% | +18.4% | -34.3% | -19.4% |
| 3Y | -1.1% | +33.1% | -34.2% | -7.9% |
| All | -33.8% | +142.8% | -176.7% | -42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling