+90.2%
TT vs RRC
+36.3%
+54.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.9% | +5.3% | +2.7% |
| 7D | -2.0% | -10.8% | +8.8% | -0.7% |
| 30D | -14.0% | +22.3% | -36.3% | -16.0% |
| 3M | -15.9% | +26.6% | -42.5% | -18.3% |
| 6M | -17.3% | +18.9% | -36.3% | -19.1% |
| YTD | +4.0% | +39.2% | -35.2% | -1.7% |
| 1Y | -7.1% | +34.0% | -41.1% | -11.7% |
| 3Y | +90.2% | +42.0% | +48.2% | +76.9% |
| All | +90.2% | +36.3% | +54.0% | +76.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling