+115.7%
RSP vs TE
-78.2%
+193.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.7% |
| 7D | -0.3% | -22.0% | +21.7% | +0.9% |
| 30D | +4.4% | -33.6% | +38.1% | +6.3% |
| 3M | +1.3% | -61.1% | +62.3% | +5.6% |
| 6M | +10.0% | -64.7% | +74.7% | +13.6% |
| YTD | +17.6% | -68.1% | +85.7% | +20.5% |
| 1Y | +19.2% | -51.7% | +70.9% | +18.3% |
| 3Y | +66.0% | +42.0% | +24.0% | +40.7% |
| 5Y | +50.4% | -80.8% | +131.2% | +46.1% |
| All | +115.7% | -78.2% | +193.9% | +114.0% |
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