+65.3%
RSG vs TAP
-22.2%
+87.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.6% |
| 7D | +2.5% | +1.3% | +1.2% | +2.3% |
| 30D | +12.7% | +5.7% | +7.0% | +11.6% |
| 3M | +17.9% | -1.9% | +19.8% | +18.0% |
| 6M | +25.0% | +0.9% | +24.0% | +24.4% |
| YTD | +20.8% | -9.5% | +30.3% | +21.5% |
| 1Y | +24.3% | -9.0% | +33.2% | +24.8% |
| 3Y | +65.3% | -22.2% | +87.5% | +70.9% |
| All | +65.3% | -22.2% | +87.4% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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