+172.6%
TTMI vs RRX
+14.9%
+157.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.2% | +8.7% | +8.7% |
| 7D | +5.9% | +3.4% | +2.4% | +3.1% |
| 30D | -4.3% | -11.1% | +6.8% | +4.7% |
| 3M | -32.0% | -23.7% | -8.3% | -17.4% |
| 6M | +19.5% | -22.0% | +41.4% | +40.6% |
| YTD | +82.0% | +16.5% | +65.6% | +63.1% |
| 1Y | +172.6% | +11.5% | +161.1% | +156.5% |
| All | +172.6% | +14.9% | +157.7% | +156.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling