-4.5%
TT vs RRC
+44.7%
-49.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.9% | -1.8% |
| 7D | -8.5% | -6.8% | -1.7% | -8.7% |
| 30D | -12.8% | +34.7% | -47.5% | -10.3% |
| 3M | -12.9% | +31.5% | -44.4% | -10.4% |
| 6M | -15.2% | +21.8% | -37.0% | -12.5% |
| YTD | +6.2% | +48.9% | -42.6% | +7.7% |
| 1Y | -4.5% | +42.1% | -46.6% | -3.0% |
| All | -4.5% | +44.7% | -49.2% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling