+11,954.4%
TSM vs RRC
+327.3%
+11,627.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.9% | +9.3% | +6.8% |
| 7D | -7.6% | -10.8% | +3.3% | -6.0% |
| 30D | -20.5% | +22.3% | -42.8% | -23.0% |
| 3M | -10.0% | +26.6% | -36.6% | -13.5% |
| 6M | -10.1% | +18.9% | -29.0% | -13.0% |
| YTD | +24.5% | +39.2% | -14.7% | +17.1% |
| 1Y | +31.2% | +34.0% | -2.8% | +23.9% |
| 3Y | +322.0% | +42.0% | +280.0% | +292.6% |
| 5Y | +245.3% | +111.9% | +133.4% | +192.7% |
| 10Y | +1,465.8% | +62.8% | +1,403.0% | +1,096.7% |
| All | +11,954.4% | +327.3% | +11,627.1% | +12,672.6% |
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 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