+420.8%
RSG vs TRI
+196.2%
+224.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -1.0% | +0.2% |
| 7D | 0.0% | -7.9% | +7.9% | +2.6% |
| 30D | +4.0% | -4.5% | +8.5% | +5.1% |
| 3M | +7.4% | +22.1% | -14.7% | -1.0% |
| 6M | +0.1% | -2.8% | +2.9% | -1.1% |
| YTD | +6.0% | -23.4% | +29.4% | +14.1% |
| 1Y | -3.0% | -41.5% | +38.6% | +16.9% |
| 3Y | +56.5% | -19.2% | +75.7% | +58.3% |
| 5Y | +90.9% | -9.4% | +100.3% | +80.1% |
| All | +420.8% | +196.2% | +224.6% | +235.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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