+79.6%
TSM vs RRC
+20.2%
+59.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.6% | +2.3% |
| 7D | +6.0% | -1.2% | +7.2% | +6.0% |
| 30D | +4.5% | +9.4% | -4.9% | +5.1% |
| 3M | +3.1% | +7.4% | -4.3% | +3.8% |
| 6M | +30.2% | +1.5% | +28.7% | +30.5% |
| YTD | +45.2% | +19.4% | +25.8% | +42.4% |
| 1Y | +79.6% | +24.2% | +55.3% | +73.4% |
| All | +79.6% | +20.2% | +59.3% | +73.4% |
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 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