+13,634.3%
TSM vs RRX
+713.6%
+12,920.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | +2.7% | +3.4% | -0.7% | +1.2% |
| 30D | +3.6% | -11.1% | +14.7% | +9.0% |
| 3M | -3.4% | -23.7% | +20.4% | +7.8% |
| 6M | +20.6% | -22.0% | +42.6% | +31.8% |
| YTD | +41.9% | +16.5% | +25.4% | +29.0% |
| 1Y | +84.4% | +11.5% | +72.9% | +69.6% |
| 3Y | +380.2% | +1.5% | +378.7% | +335.5% |
| 5Y | +275.3% | +18.3% | +257.1% | +208.1% |
| 10Y | +1,751.4% | +209.8% | +1,541.6% | +820.3% |
| All | +13,634.3% | +713.6% | +12,920.8% | +3,816.8% |
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 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