+33.0%
TSM vs RRC
+28.5%
+4.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.5% |
| 7D | -2.5% | -10.3% | +7.8% | -3.7% |
| 30D | -14.3% | +19.5% | -33.7% | -10.7% |
| 3M | -7.2% | +27.9% | -35.1% | -1.7% |
| 6M | -5.1% | +21.2% | -26.3% | -0.2% |
| YTD | +28.9% | +39.6% | -10.7% | +38.6% |
| All | +33.0% | +28.5% | +4.5% | +43.3% |
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