+1,127.7%
RSP vs TAP
+161.7%
+966.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -0.8% | -2.3% | +1.5% | 0.0% |
| 30D | -0.3% | -2.1% | +1.8% | +0.3% |
| 3M | +4.3% | +6.6% | -2.3% | +1.4% |
| 6M | +8.8% | -11.5% | +20.3% | +12.7% |
| YTD | +15.3% | -10.3% | +25.5% | +18.3% |
| 1Y | +18.3% | -14.4% | +32.7% | +23.0% |
| 3Y | +52.8% | -28.3% | +81.1% | +66.5% |
| 5Y | +51.7% | +1.7% | +50.0% | +41.7% |
| 10Y | +208.5% | -49.2% | +257.7% | +249.0% |
| All | +1,127.7% | +161.7% | +966.0% | +651.4% |
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