+890.1%
TTMI vs RRX
+5.4%
+884.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.7% | -0.3% | +1.2% |
| 7D | +0.7% | -0.3% | +1.0% | +0.9% |
| 30D | -8.4% | -6.1% | -2.3% | -4.8% |
| 3M | -32.5% | -23.1% | -9.4% | -21.5% |
| 6M | +32.5% | -19.5% | +52.0% | +51.0% |
| YTD | +83.2% | +16.1% | +67.2% | +73.2% |
| 1Y | +161.7% | +12.9% | +148.7% | +151.3% |
| 3Y | +890.1% | +7.9% | +882.2% | +890.6% |
| All | +890.1% | +5.4% | +884.8% | +890.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling