+1.5%
TT vs RRX
+29.3%
-27.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.7% |
| 7D | +4.0% | +4.3% | -0.3% | +2.7% |
| 30D | -11.3% | +12.3% | -23.6% | -14.7% |
| 3M | -12.3% | +3.7% | -15.9% | -13.7% |
| 6M | -10.8% | -13.9% | +3.1% | -8.5% |
| YTD | +8.2% | +26.5% | -18.3% | +1.8% |
| 1Y | +1.5% | +29.3% | -27.8% | -5.4% |
| All | +1.5% | +29.3% | -27.9% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling