+213.4%
RSP vs TPR
+383.4%
-170.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -1.0% | +14.2% | -15.2% | -4.5% |
| 30D | +2.6% | +17.1% | -14.5% | -1.8% |
| 3M | -0.8% | -17.7% | +16.9% | +3.4% |
| 6M | +6.3% | -10.2% | +16.5% | +7.6% |
| YTD | +14.1% | +4.9% | +9.2% | +10.2% |
| 1Y | +18.0% | +36.1% | -18.1% | +5.9% |
| 3Y | +61.0% | +416.5% | -355.4% | -4.4% |
| 5Y | +45.6% | +254.8% | -209.2% | -7.2% |
| All | +213.4% | +383.4% | -170.0% | +58.0% |
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