+111.4%
RSP vs TE
-53.0%
+164.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.5% |
| 7D | -0.8% | -4.0% | +3.2% | -0.6% |
| 30D | -0.3% | -15.9% | +15.6% | +0.4% |
| 3M | +4.3% | -60.5% | +64.8% | +8.4% |
| 6M | +8.8% | -35.2% | +44.0% | +8.9% |
| YTD | +15.3% | -31.1% | +46.4% | +14.1% |
| 1Y | +18.3% | +148.6% | -130.4% | +5.7% |
| 3Y | +52.8% | -26.4% | +79.2% | +41.6% |
| 5Y | +51.7% | -48.0% | +99.7% | +41.0% |
| All | +111.4% | -53.0% | +164.4% | +102.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling