+107.2%
RSP vs TE
-49.8%
+157.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.8% |
| 7D | -1.8% | +15.0% | -16.8% | -2.5% |
| 30D | -2.5% | -7.5% | +5.0% | -2.3% |
| 3M | +3.0% | -42.0% | +45.0% | +5.0% |
| 6M | +8.9% | -31.4% | +40.3% | +8.7% |
| YTD | +13.0% | -26.5% | +39.5% | +11.4% |
| 1Y | +16.2% | +153.1% | -136.8% | +3.9% |
| 3Y | +52.7% | -20.7% | +73.4% | +40.9% |
| 5Y | +50.5% | -45.4% | +95.9% | +39.4% |
| All | +107.2% | -49.8% | +157.0% | +97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 10y: compounded portfolio wealth divided by compounded TE 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…
10y analysis · Full analysis span regression · 6 months rolling