+1,115.8%
RSP vs TAP
+160.6%
+955.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +1.2% |
| 7D | -1.0% | +0.5% | -1.6% | -1.4% |
| 30D | +2.6% | +9.1% | -6.6% | -0.9% |
| 3M | -0.8% | -3.8% | +3.0% | 0.0% |
| 6M | +6.3% | -3.4% | +9.7% | +6.5% |
| YTD | +14.1% | -10.6% | +24.8% | +16.8% |
| 1Y | +18.0% | -4.4% | +22.4% | +17.6% |
| 3Y | +61.0% | -24.4% | +85.4% | +71.5% |
| 5Y | +45.6% | +2.1% | +43.5% | +35.5% |
| 10Y | +220.2% | -48.7% | +268.9% | +259.7% |
| All | +1,115.8% | +160.6% | +955.2% | +642.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling