+132.3%
TT vs RRX
+9.8%
+122.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.7% |
| 7D | +4.0% | +4.3% | -0.3% | +2.6% |
| 30D | -11.3% | +12.3% | -23.6% | -15.0% |
| 3M | -12.3% | +3.7% | -15.9% | -13.7% |
| 6M | -10.8% | -13.9% | +3.1% | -8.0% |
| YTD | +8.2% | +26.5% | -18.3% | -3.4% |
| 1Y | +1.5% | +29.3% | -27.8% | -10.3% |
| 3Y | +91.5% | +65.6% | +25.9% | +43.4% |
| All | +132.3% | +9.8% | +122.5% | +100.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling