+1,120.4%
RSP vs TER
+1,882.8%
-762.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -15.2% | +12.3% | +1.2% |
| 7D | -1.4% | -28.2% | +26.7% | +7.2% |
| 30D | +2.1% | -50.6% | +52.7% | +22.3% |
| 3M | -0.9% | -45.3% | +44.4% | +13.9% |
| 6M | +7.5% | -40.4% | +47.9% | +16.0% |
| YTD | +14.6% | +10.0% | +4.5% | -0.5% |
| 1Y | +17.6% | +13.6% | +4.0% | +0.7% |
| 3Y | +60.8% | +145.2% | -84.4% | -0.4% |
| 5Y | +46.1% | +50.4% | -4.2% | +1.3% |
| 10Y | +221.4% | +882.9% | -661.5% | +9.0% |
| All | +1,120.4% | +1,882.8% | -762.4% | +139.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling