+66.3%
RSP vs TLN
+585.4%
-519.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.9% | -4.1% | +0.4% |
| 7D | -0.3% | +15.9% | -16.2% | -1.5% |
| 30D | +4.4% | -0.3% | +4.7% | +4.3% |
| 3M | +1.3% | +5.8% | -4.6% | +0.4% |
| 6M | +10.0% | -1.2% | +11.2% | +9.3% |
| YTD | +17.6% | +1.0% | +16.6% | +16.0% |
| 1Y | +19.2% | +1.1% | +18.1% | +17.4% |
| All | +66.3% | +585.4% | -519.2% | +32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling