+204.4%
RSP vs TECH
+178.6%
+25.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.9% | -1.0% |
| 7D | -0.4% | +0.2% | -0.6% | -0.4% |
| 30D | -1.5% | +0.1% | -1.7% | -1.6% |
| 3M | +4.8% | +37.5% | -32.7% | -4.6% |
| 6M | +10.3% | +34.6% | -24.3% | -0.5% |
| YTD | +14.1% | +23.5% | -9.4% | +5.1% |
| 1Y | +17.0% | +34.4% | -17.4% | +4.3% |
| 3Y | +54.2% | +2.3% | +51.9% | +43.4% |
| 5Y | +51.5% | -41.7% | +93.2% | +65.4% |
| 10Y | +204.4% | +177.6% | +26.8% | +78.4% |
| All | +204.4% | +178.6% | +25.8% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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