+20.6%
TSM vs RRC
+3.3%
+17.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.7% | +2.6% |
| 7D | +2.7% | +1.3% | +1.4% | +3.1% |
| 30D | +3.6% | +10.1% | -6.5% | +6.6% |
| 3M | -3.4% | +4.0% | -7.4% | -1.3% |
| 6M | +20.6% | +1.6% | +19.0% | +20.6% |
| All | +20.6% | +3.3% | +17.3% | +20.6% |
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