+443.1%
TTMI vs RRC
+1,412.3%
-969.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.9% | +9.7% | +9.1% |
| 7D | +5.9% | +1.3% | +4.6% | +5.5% |
| 30D | -4.3% | +10.1% | -14.4% | -6.8% |
| 3M | -32.0% | +4.0% | -36.1% | -33.2% |
| 6M | +19.5% | +1.6% | +17.9% | +17.6% |
| YTD | +82.0% | +19.7% | +62.3% | +71.6% |
| 1Y | +172.6% | +21.4% | +151.2% | +155.0% |
| 3Y | +744.7% | +29.7% | +715.0% | +664.6% |
| 5Y | +805.6% | +153.9% | +651.7% | +539.8% |
| 10Y | +1,057.6% | +10.8% | +1,046.8% | +718.9% |
| All | +443.1% | +1,412.3% | -969.1% | +31.7% |
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