+902.6%
TT vs RRC
+5.5%
+897.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.9% |
| 7D | 0.0% | +1.3% | -1.3% | -0.1% |
| 30D | -7.2% | +10.1% | -17.3% | -8.1% |
| 3M | -3.0% | +4.0% | -7.0% | -3.5% |
| 6M | +1.4% | +1.6% | -0.2% | +0.8% |
| YTD | +15.9% | +19.7% | -3.8% | +13.2% |
| 1Y | +9.4% | +21.4% | -12.0% | +6.5% |
| 3Y | +124.4% | +29.7% | +94.7% | +115.4% |
| 5Y | +138.0% | +153.9% | -15.9% | +109.3% |
| All | +902.6% | +5.5% | +897.1% | +778.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling