+62.8%
RSP vs TLN
+683.0%
-620.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.2% | -5.0% | +1.7% |
| 7D | +0.4% | +9.1% | -8.6% | -0.4% |
| 30D | +3.7% | -4.1% | +7.8% | +3.9% |
| 3M | +0.8% | +4.4% | -3.7% | 0.0% |
| 6M | +9.1% | -6.0% | +15.1% | +8.8% |
| YTD | +16.7% | -3.1% | +19.8% | +15.5% |
| 1Y | +19.7% | -6.1% | +25.7% | +18.6% |
| 3Y | +66.7% | +575.3% | -508.6% | +31.6% |
| All | +62.8% | +683.0% | -620.3% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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