+1,815.4%
TSM vs RRC
+4.5%
+1,810.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.8% |
| 7D | +4.8% | -1.7% | +6.5% | +5.0% |
| 30D | +4.0% | +3.6% | +0.4% | +3.6% |
| 3M | +2.0% | +8.8% | -6.9% | +0.7% |
| 6M | +25.5% | +0.8% | +24.7% | +24.8% |
| YTD | +44.0% | +19.0% | +25.0% | +40.0% |
| 1Y | +75.4% | +22.9% | +52.5% | +69.6% |
| 3Y | +406.7% | +32.3% | +374.4% | +383.8% |
| 5Y | +285.0% | +151.6% | +133.4% | +236.7% |
| 10Y | +1,815.4% | +5.5% | +1,809.9% | +1,378.0% |
| All | +1,815.4% | +4.5% | +1,810.8% | +1,378.0% |
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 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