+1,127.7%
RSP vs TDY
+4,237.0%
-3,109.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -0.9% | -0.7% |
| 7D | -0.8% | -1.8% | +1.1% | 0.0% |
| 30D | -0.3% | -10.7% | +10.4% | +4.6% |
| 3M | +4.3% | -1.3% | +5.6% | +4.5% |
| 6M | +8.8% | -10.6% | +19.4% | +13.5% |
| YTD | +15.3% | +19.6% | -4.3% | +5.3% |
| 1Y | +18.3% | +11.6% | +6.6% | +11.1% |
| 3Y | +52.8% | +45.2% | +7.6% | +26.1% |
| 5Y | +51.7% | +36.1% | +15.7% | +27.4% |
| 10Y | +208.5% | +458.8% | -250.4% | +34.5% |
| All | +1,127.7% | +4,237.0% | -3,109.3% | +164.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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