+205.8%
RSP vs TMO
+338.2%
-132.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | -1.9% | -0.6% | -1.2% | -1.6% |
| 30D | -2.8% | +1.1% | -3.9% | -3.3% |
| 3M | +2.8% | +28.3% | -25.5% | -7.0% |
| 6M | +10.2% | +23.3% | -13.1% | +0.5% |
| YTD | +13.1% | +5.5% | +7.6% | +9.5% |
| 1Y | +14.8% | +24.5% | -9.8% | +3.4% |
| 3Y | +52.6% | +19.6% | +33.0% | +37.0% |
| 5Y | +51.6% | +8.1% | +43.5% | +39.1% |
| All | +205.8% | +338.2% | -132.4% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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