+43.3%
RSP vs TPG
+74.1%
-30.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.4% |
| 7D | -1.9% | -9.4% | +7.5% | +0.7% |
| 30D | -2.8% | -5.3% | +2.4% | -1.6% |
| 3M | +2.8% | +12.9% | -10.1% | -1.0% |
| 6M | +10.2% | +20.1% | -9.9% | +3.8% |
| YTD | +13.1% | -22.5% | +35.6% | +19.8% |
| 1Y | +14.8% | -19.7% | +34.4% | +19.8% |
| 3Y | +52.6% | +81.2% | -28.6% | +19.7% |
| All | +43.3% | +74.1% | -30.8% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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