+129.6%
TT vs RRC
+31.1%
+98.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.0% |
| 7D | 0.0% | +1.3% | -1.3% | -0.2% |
| 30D | -7.2% | +10.1% | -17.3% | -8.3% |
| 3M | -3.0% | +4.0% | -7.0% | -3.5% |
| 6M | +1.4% | +1.6% | -0.2% | +0.7% |
| YTD | +15.9% | +19.7% | -3.8% | +11.4% |
| 1Y | +9.4% | +21.4% | -12.0% | +4.3% |
| All | +129.6% | +31.1% | +98.5% | +116.2% |
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