+427.5%
TTMI vs RRC
+73.2%
+354.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.3% | +7.7% | +8.8% |
| 7D | +7.2% | -0.5% | +7.7% | +7.4% |
| 30D | -28.7% | +25.2% | -53.9% | -31.3% |
| 3M | -39.8% | +27.8% | -67.6% | -42.3% |
| 6M | -51.7% | +27.2% | -78.9% | -53.9% |
| YTD | +14.1% | +48.2% | -34.1% | +5.8% |
| 1Y | +16.0% | +34.7% | -18.7% | +9.2% |
| 3Y | +452.7% | +62.2% | +390.4% | +400.5% |
| 5Y | +451.5% | +130.9% | +320.6% | +359.4% |
| All | +427.5% | +73.2% | +354.3% | +240.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling