+13,634.3%
TSM vs RRC
+267.5%
+13,366.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.7% | +3.0% |
| 7D | +2.7% | +1.3% | +1.4% | +2.5% |
| 30D | +3.6% | +10.1% | -6.5% | +2.1% |
| 3M | -3.4% | +4.0% | -7.4% | -4.2% |
| 6M | +20.6% | +1.6% | +19.0% | +19.7% |
| YTD | +41.9% | +19.7% | +22.2% | +37.0% |
| 1Y | +84.4% | +21.4% | +63.0% | +77.3% |
| 3Y | +380.2% | +29.7% | +350.6% | +353.9% |
| 5Y | +275.3% | +153.9% | +121.5% | +209.6% |
| 10Y | +1,751.4% | +10.8% | +1,740.6% | +1,405.9% |
| All | +13,634.3% | +267.5% | +13,366.9% | +14,838.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling