+52.4%
RSP vs TE
-22.1%
+74.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.9% |
| 7D | -1.8% | +15.0% | -16.8% | -2.3% |
| 30D | -2.5% | -7.5% | +5.0% | -2.4% |
| 3M | +3.0% | -42.0% | +45.0% | +4.4% |
| 6M | +8.9% | -31.4% | +40.3% | +8.8% |
| YTD | +13.0% | -26.5% | +39.5% | +11.9% |
| 1Y | +16.2% | +153.1% | -136.8% | +7.4% |
| All | +52.4% | -22.1% | +74.5% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling