+215.6%
RSP vs TPR
+403.1%
-187.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.5% | -0.2% | +1.6% |
| 7D | +0.4% | +12.7% | -12.2% | -2.7% |
| 30D | +3.7% | +17.1% | -13.3% | -0.7% |
| 3M | +0.8% | -15.9% | +16.6% | +4.4% |
| 6M | +9.1% | +2.6% | +6.5% | +6.9% |
| YTD | +16.7% | +7.5% | +9.2% | +12.0% |
| 1Y | +19.7% | +32.9% | -13.2% | +8.2% |
| 3Y | +66.7% | +413.8% | -347.1% | -0.7% |
| 5Y | +48.7% | +263.9% | -215.2% | -5.9% |
| 10Y | +215.6% | +389.7% | -174.2% | +58.0% |
| All | +215.6% | +403.1% | -187.6% | +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