+330.4%
TSM vs RRX
+64.5%
+265.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -0.7% |
| 7D | +6.2% | +4.3% | +1.9% | +4.3% |
| 30D | -7.3% | +12.3% | -19.6% | -11.8% |
| 3M | -7.1% | +3.7% | -10.8% | -8.8% |
| 6M | +0.2% | -13.9% | +14.2% | +5.4% |
| YTD | +32.2% | +26.5% | +5.8% | +17.0% |
| 1Y | +42.8% | +29.3% | +13.5% | +24.8% |
| 3Y | +330.4% | +65.6% | +264.8% | +243.1% |
| All | +330.4% | +64.5% | +265.9% | +243.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling