+1,994.5%
RSG vs TAP
+329.5%
+1,665.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | +0.3% | -2.3% | +2.6% | +0.7% |
| 30D | +7.6% | -2.1% | +9.7% | +8.0% |
| 3M | +7.4% | +6.6% | +0.8% | +5.9% |
| 6M | -3.3% | -11.5% | +8.2% | -1.1% |
| YTD | +6.0% | -10.3% | +16.3% | +7.8% |
| 1Y | -3.7% | -14.4% | +10.7% | -1.3% |
| 3Y | +59.1% | -28.3% | +87.4% | +67.4% |
| 5Y | +89.0% | +1.7% | +87.3% | +82.3% |
| 10Y | +412.5% | -49.2% | +461.7% | +443.6% |
| All | +1,994.5% | +329.5% | +1,665.0% | +1,740.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling