+12,702.2%
TSM vs RRX
+783.2%
+11,918.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -0.7% |
| 7D | +6.2% | +4.3% | +1.9% | +4.2% |
| 30D | -7.3% | +12.3% | -19.6% | -12.0% |
| 3M | -7.1% | +3.7% | -10.8% | -8.9% |
| 6M | +0.2% | -13.9% | +14.2% | +5.6% |
| YTD | +32.2% | +26.5% | +5.8% | +15.7% |
| 1Y | +42.8% | +29.3% | +13.5% | +23.2% |
| 3Y | +330.4% | +65.6% | +264.8% | +217.7% |
| 5Y | +263.9% | +10.6% | +253.3% | +208.7% |
| 10Y | +1,580.2% | +202.9% | +1,377.3% | +745.2% |
| All | +12,702.2% | +783.2% | +11,918.9% | +3,412.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling