+19.6%
RSG vs TD
+61.0%
-41.5%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.7% | +1.4% |
| 7D | +5.1% | +1.4% | +3.8% | +5.3% |
| 30D | +15.3% | +10.2% | +5.1% | +16.6% |
| 3M | +18.6% | +8.1% | +10.4% | +19.7% |
| 6M | +19.5% | +22.3% | -2.8% | +21.3% |
| YTD | +17.2% | +39.0% | -21.9% | +19.4% |
| 1Y | +19.6% | +62.6% | -43.1% | +25.5% |
| All | +19.6% | +61.0% | -41.5% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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