+48.7%
RSP vs TD
+105.4%
-56.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.8% | +1.5% |
| 7D | +0.4% | -0.6% | +1.1% | +0.8% |
| 30D | +3.7% | +7.9% | -4.2% | -0.1% |
| 3M | +0.8% | +3.1% | -2.4% | -0.9% |
| 6M | +9.1% | +17.2% | -8.1% | +0.3% |
| YTD | +16.7% | +34.7% | -18.0% | -0.3% |
| 1Y | +19.7% | +56.9% | -37.2% | -5.6% |
| 3Y | +66.7% | +134.7% | -68.0% | +4.7% |
| 5Y | +48.7% | +104.8% | -56.1% | -0.3% |
| All | +48.7% | +105.4% | -56.7% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 5y: compounded portfolio wealth divided by compounded TD 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…
5y analysis · Full analysis span regression · 6 months rolling