+48.4%
RSP vs TDG
+125.9%
-77.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.2% |
| 7D | +2.4% | +1.7% | +0.7% | +1.7% |
| 30D | +4.3% | +9.7% | -5.4% | +0.7% |
| 3M | -0.3% | -2.3% | +2.0% | +0.3% |
| 6M | +9.8% | +1.3% | +8.5% | +8.6% |
| YTD | +16.8% | -8.5% | +25.3% | +19.1% |
| 1Y | +19.5% | -8.1% | +27.6% | +21.6% |
| 3Y | +65.1% | +43.4% | +21.8% | +33.8% |
| All | +48.4% | +125.9% | -77.4% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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