+148.2%
TT vs RRX
+16.5%
+131.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.4% |
| 7D | +1.4% | -0.7% | +2.1% | +1.6% |
| 30D | -6.7% | -8.0% | +1.3% | -4.1% |
| 3M | -5.4% | -25.1% | +19.6% | +2.7% |
| 6M | +4.4% | -18.3% | +22.6% | +9.3% |
| YTD | +14.9% | +14.2% | +0.8% | +6.8% |
| 1Y | +9.3% | +13.0% | -3.8% | +1.1% |
| 3Y | +121.7% | +4.2% | +117.5% | +101.9% |
| 5Y | +148.2% | +17.9% | +130.3% | +108.2% |
| All | +148.2% | +16.5% | +131.6% | +108.2% |
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