-17.3%
TT vs RRC
+17.8%
-35.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.9% | +5.3% | +2.3% |
| 7D | -2.0% | -10.8% | +8.8% | -2.5% |
| 30D | -14.0% | +22.3% | -36.3% | -10.1% |
| 3M | -15.9% | +26.6% | -42.5% | -10.5% |
| 6M | -17.3% | +18.9% | -36.3% | -12.7% |
| All | -17.3% | +17.8% | -35.1% | -12.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling