+437.3%
TTMI vs RRX
+1,344.3%
-907.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.5% | -1.4% | -2.3% |
| 7D | +7.5% | -0.7% | +8.2% | +8.0% |
| 30D | -4.5% | -8.0% | +3.5% | +1.0% |
| 3M | -28.5% | -25.1% | -3.5% | -14.1% |
| 6M | +28.4% | -18.3% | +46.6% | +47.0% |
| YTD | +80.1% | +14.2% | +65.9% | +63.9% |
| 1Y | +161.0% | +13.0% | +148.0% | +139.3% |
| 3Y | +862.4% | +4.2% | +858.2% | +756.0% |
| 5Y | +812.9% | +17.9% | +795.1% | +613.0% |
| 10Y | +1,094.7% | +220.4% | +874.3% | +328.6% |
| All | +437.3% | +1,344.3% | -907.0% | -34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling