+114.0%
RSP vs TE
-78.8%
+192.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.6% | +9.6% | +0.5% |
| 7D | +0.7% | -26.9% | +27.6% | +2.2% |
| 30D | +3.7% | -38.9% | +42.6% | +6.0% |
| 3M | +0.7% | -61.0% | +61.7% | +5.0% |
| 6M | +9.0% | -66.4% | +75.4% | +12.9% |
| YTD | +16.7% | -69.0% | +85.7% | +19.8% |
| 1Y | +19.0% | -54.0% | +73.0% | +18.4% |
| 3Y | +64.7% | +38.0% | +26.7% | +39.8% |
| 5Y | +49.6% | -81.0% | +130.6% | +45.4% |
| All | +114.0% | -78.8% | +192.8% | +112.7% |
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