+420.8%
RSG vs TD
+306.3%
+114.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.5% |
| 7D | 0.0% | -0.5% | +0.6% | +0.2% |
| 30D | +4.0% | -1.9% | +5.9% | +4.6% |
| 3M | +7.4% | +4.8% | +2.6% | +5.1% |
| 6M | +0.1% | +28.0% | -27.9% | -9.5% |
| YTD | +6.0% | +30.3% | -24.3% | -4.9% |
| 1Y | -3.0% | +59.8% | -62.7% | -19.9% |
| 3Y | +56.5% | +124.7% | -68.2% | +10.8% |
| 5Y | +90.9% | +127.0% | -36.0% | +31.7% |
| All | +420.8% | +306.3% | +114.5% | +171.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling