+213.2%
RSP vs TPR
+386.9%
-173.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +0.7% | +12.1% | -11.3% | -2.3% |
| 30D | +3.7% | +16.7% | -13.0% | -0.6% |
| 3M | +0.7% | -17.4% | +18.1% | +4.9% |
| 6M | +9.0% | +2.3% | +6.8% | +7.0% |
| YTD | +16.7% | +7.1% | +9.5% | +12.1% |
| 1Y | +19.0% | +29.5% | -10.5% | +8.3% |
| 3Y | +64.7% | +415.0% | -350.3% | -2.0% |
| 5Y | +49.6% | +261.5% | -211.9% | -5.1% |
| 10Y | +213.2% | +383.3% | -170.1% | +57.3% |
| All | +213.2% | +386.9% | -173.7% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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