+132.3%
TT vs RRC
+134.0%
-1.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.5% |
| 7D | +4.0% | +6.4% | -2.3% | +3.3% |
| 30D | -11.3% | +23.9% | -35.2% | -13.7% |
| 3M | -12.3% | +30.2% | -42.5% | -15.2% |
| 6M | -10.8% | +26.3% | -37.1% | -13.7% |
| YTD | +8.2% | +48.1% | -39.9% | +2.1% |
| 1Y | +1.5% | +37.7% | -36.2% | -3.3% |
| 3Y | +91.5% | +60.3% | +31.2% | +76.9% |
| All | +132.3% | +134.0% | -1.6% | +113.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling