-10.1%
TSM vs RRC
+17.8%
-27.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.9% | +9.3% | +6.2% |
| 7D | -7.6% | -10.8% | +3.3% | -8.2% |
| 30D | -20.5% | +22.3% | -42.8% | -16.2% |
| 3M | -10.0% | +26.6% | -36.6% | -4.0% |
| 6M | -10.1% | +18.9% | -29.0% | -3.5% |
| All | -10.1% | +17.8% | -27.8% | -3.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling