+1,779.8%
TSM vs RRX
+228.4%
+1,551.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.5% | -0.3% |
| 7D | +1.0% | -0.3% | +1.4% | +1.1% |
| 30D | +1.0% | -6.1% | +7.1% | +3.5% |
| 3M | +2.9% | -23.1% | +25.9% | +13.7% |
| 6M | +22.8% | -19.5% | +42.4% | +32.0% |
| YTD | +43.3% | +16.1% | +27.2% | +31.3% |
| 1Y | +69.2% | +12.9% | +56.3% | +55.9% |
| 3Y | +404.5% | +7.9% | +396.6% | +350.5% |
| 5Y | +282.2% | +19.1% | +263.1% | +216.3% |
| All | +1,779.8% | +228.4% | +1,551.4% | +900.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling