+215.7%
RSP vs TAP
-47.8%
+263.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | -0.3% | -8.0% | +7.7% | +2.3% |
| 30D | +4.4% | +4.1% | +0.4% | +2.8% |
| 3M | +1.3% | -4.4% | +5.6% | +2.2% |
| 6M | +10.0% | -1.9% | +11.9% | +9.7% |
| YTD | +17.6% | -12.1% | +29.7% | +20.8% |
| 1Y | +19.2% | -12.0% | +31.3% | +22.2% |
| 3Y | +66.0% | -25.0% | +91.1% | +76.7% |
| 5Y | +50.4% | -1.1% | +51.5% | +41.4% |
| 10Y | +215.7% | -47.6% | +263.3% | +208.5% |
| All | +215.7% | -47.8% | +263.5% | +208.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling