+1,127.7%
RSP vs TER
+3,227.6%
-2,099.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -6.0% | -2.0% |
| 7D | -0.8% | +0.6% | -1.4% | -1.0% |
| 30D | -0.3% | -8.3% | +7.9% | +1.5% |
| 3M | +4.3% | -12.2% | +16.5% | +4.1% |
| 6M | +8.8% | +17.1% | -8.2% | -2.9% |
| YTD | +15.3% | +84.7% | -69.4% | -11.4% |
| 1Y | +18.3% | +199.9% | -181.6% | -23.2% |
| 3Y | +52.8% | +232.8% | -180.0% | -10.4% |
| 5Y | +51.7% | +198.6% | -146.9% | -12.2% |
| 10Y | +208.5% | +1,669.7% | -1,461.3% | -9.6% |
| All | +1,127.7% | +3,227.6% | -2,099.9% | +113.0% |
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