+1,502.2%
TSM vs RRC
+63.1%
+1,439.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.5% |
| 7D | -2.5% | -10.3% | +7.8% | -1.2% |
| 30D | -14.3% | +19.5% | -33.7% | -16.2% |
| 3M | -7.2% | +27.9% | -35.1% | -10.2% |
| 6M | -5.1% | +21.2% | -26.3% | -7.8% |
| YTD | +28.9% | +39.6% | -10.7% | +22.6% |
| 1Y | +37.1% | +31.3% | +5.8% | +31.2% |
| 3Y | +341.5% | +51.9% | +289.5% | +313.7% |
| 5Y | +245.7% | +110.2% | +135.5% | +206.0% |
| 10Y | +1,502.2% | +56.7% | +1,445.6% | +1,083.5% |
| All | +1,502.2% | +63.1% | +1,439.2% | +1,083.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling