+4,110.2%
RSG vs TDY
+7,056.0%
-2,945.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.5% | +0.5% |
| 7D | 0.0% | -1.1% | +1.1% | +0.2% |
| 30D | +4.0% | -12.0% | +16.0% | +6.6% |
| 3M | +7.4% | -3.2% | +10.6% | +7.8% |
| 6M | +0.1% | -7.9% | +8.0% | +1.2% |
| YTD | +6.0% | +18.2% | -12.2% | +1.7% |
| 1Y | -3.0% | +6.7% | -9.6% | -5.1% |
| 3Y | +56.5% | +47.5% | +8.9% | +42.2% |
| 5Y | +90.9% | +39.5% | +51.4% | +74.3% |
| 10Y | +428.7% | +477.2% | -48.5% | +264.5% |
| All | +4,110.2% | +7,056.0% | -2,945.8% | +2,136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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