+51.5%
RSP vs TE
-41.1%
+92.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.0% | -11.0% | -1.6% |
| 7D | -0.4% | +18.2% | -18.6% | -1.3% |
| 30D | -1.5% | -13.5% | +12.0% | -1.0% |
| 3M | +4.8% | -44.6% | +49.4% | +7.2% |
| 6M | +10.3% | -24.7% | +35.0% | +9.4% |
| YTD | +14.1% | -24.3% | +38.3% | +12.3% |
| 1Y | +17.0% | +155.6% | -138.5% | +4.2% |
| 3Y | +54.2% | -18.3% | +72.4% | +43.2% |
| 5Y | +51.5% | -41.3% | +92.8% | +39.3% |
| All | +51.5% | -41.1% | +92.6% | +39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling