+36.0%
TSM vs RRX
+30.0%
+6.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.4% | -0.7% |
| 7D | -10.0% | +7.6% | -17.6% | -12.9% |
| 30D | -18.5% | +7.5% | -26.1% | -21.2% |
| 3M | -4.9% | -21.0% | +16.1% | +3.5% |
| 6M | -1.0% | -18.1% | +17.1% | +5.5% |
| YTD | +31.3% | +24.3% | +7.0% | +23.3% |
| 1Y | +36.0% | +29.3% | +6.7% | +28.4% |
| All | +36.0% | +30.0% | +6.0% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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