+588.9%
RSP vs TDG
+13,257.8%
-12,668.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.6% |
| 7D | -0.8% | -2.0% | +1.3% | 0.0% |
| 30D | -0.3% | -7.4% | +7.1% | +2.6% |
| 3M | +4.3% | -5.4% | +9.7% | +6.1% |
| 6M | +8.8% | -11.6% | +20.5% | +13.2% |
| YTD | +15.3% | -12.6% | +27.9% | +20.0% |
| 1Y | +18.3% | -9.3% | +27.6% | +21.0% |
| 3Y | +52.8% | +49.2% | +3.6% | +25.2% |
| 5Y | +51.7% | +132.1% | -80.4% | +2.2% |
| 10Y | +208.5% | +544.8% | -336.4% | +24.3% |
| All | +588.9% | +13,257.8% | -12,668.9% | -24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling