+53.0%
RSP vs TER
+197.9%
-144.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -6.0% | -1.4% |
| 7D | -0.8% | +0.6% | -1.4% | -0.9% |
| 30D | -0.3% | -8.3% | +7.9% | +0.8% |
| 3M | +4.3% | -12.2% | +16.5% | +4.4% |
| 6M | +8.8% | +17.1% | -8.2% | +1.2% |
| YTD | +15.3% | +84.7% | -69.4% | -3.3% |
| 1Y | +18.3% | +199.9% | -181.6% | -12.2% |
| 3Y | +52.8% | +232.8% | -180.0% | +3.6% |
| All | +53.0% | +197.9% | -144.9% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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