+1,152.9%
RSP vs TD
+2,456.6%
-1,303.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.6% |
| 7D | -0.3% | -3.1% | +2.8% | +1.6% |
| 30D | +4.4% | +6.7% | -2.2% | +0.4% |
| 3M | +1.3% | +3.1% | -1.8% | -0.9% |
| 6M | +10.0% | +17.6% | -7.7% | -0.9% |
| YTD | +17.6% | +34.8% | -17.2% | -2.7% |
| 1Y | +19.2% | +55.6% | -36.4% | -9.7% |
| 3Y | +66.0% | +133.1% | -67.1% | -3.4% |
| 5Y | +50.4% | +104.7% | -54.2% | -6.4% |
| 10Y | +215.7% | +303.6% | -87.9% | +26.4% |
| All | +1,152.9% | +2,456.6% | -1,303.7% | +131.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling