+229.9%
TTMI vs RRC
+1,757.3%
-1,527.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.9% |
| 7D | +22.6% | +2.5% | +20.1% | +21.7% |
| 30D | -34.3% | +21.1% | -55.4% | -37.6% |
| 3M | -44.8% | +28.4% | -73.1% | -48.5% |
| 6M | -53.3% | +26.5% | -79.8% | -56.6% |
| YTD | +10.6% | +47.0% | -36.5% | -1.6% |
| 1Y | +8.2% | +35.2% | -27.0% | -1.8% |
| 3Y | +435.7% | +61.0% | +374.7% | +357.5% |
| 5Y | +434.2% | +133.6% | +300.6% | +288.4% |
| 10Y | +426.4% | +72.1% | +354.3% | +227.2% |
| All | +229.9% | +1,757.3% | -1,527.5% | -24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling