+62.6%
RSP vs TLN
+733.8%
-671.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.0% |
| 7D | +1.8% | +22.3% | -20.5% | +0.1% |
| 30D | +3.5% | +1.2% | +2.3% | +3.2% |
| 3M | +0.2% | +5.9% | -5.7% | -0.6% |
| 6M | +9.1% | +3.2% | +5.9% | +8.0% |
| YTD | +16.6% | +3.2% | +13.4% | +14.8% |
| 1Y | +17.9% | +5.2% | +12.7% | +15.7% |
| 3Y | +64.6% | +606.3% | -541.7% | +29.6% |
| All | +62.6% | +733.8% | -671.2% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling