+203.4%
RSP vs TGT
+207.2%
-3.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | -0.4% |
| 7D | -3.1% | -5.0% | +1.9% | -1.9% |
| 30D | -3.4% | +3.0% | -6.5% | -4.3% |
| 3M | +3.6% | +22.6% | -19.0% | -2.0% |
| 6M | +9.0% | +31.2% | -22.2% | +1.0% |
| YTD | +12.2% | +63.7% | -51.5% | -2.2% |
| 1Y | +15.6% | +78.5% | -62.9% | -1.8% |
| 3Y | +51.6% | +40.5% | +11.1% | +31.7% |
| 5Y | +50.4% | -25.6% | +76.0% | +52.1% |
| All | +203.4% | +207.2% | -3.7% | +112.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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