+285.0%
TSM vs RRX
+16.5%
+268.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | +0.2% |
| 7D | +4.8% | -0.7% | +5.5% | +5.1% |
| 30D | +4.0% | -8.0% | +12.0% | +7.5% |
| 3M | +2.0% | -25.1% | +27.0% | +13.7% |
| 6M | +25.5% | -18.3% | +43.8% | +33.8% |
| YTD | +44.0% | +14.2% | +29.8% | +33.6% |
| 1Y | +75.4% | +13.0% | +62.4% | +62.5% |
| 3Y | +406.7% | +4.2% | +402.6% | +366.0% |
| 5Y | +285.0% | +17.9% | +267.1% | +235.8% |
| All | +285.0% | +16.5% | +268.4% | +235.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling