+61.6%
RSP vs TPR
+412.6%
-351.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +7.1% | -10.0% | -4.1% |
| 7D | -1.4% | +13.9% | -15.3% | -3.7% |
| 30D | +2.1% | +14.9% | -12.8% | -0.5% |
| 3M | -0.9% | -15.4% | +14.5% | +1.5% |
| 6M | +7.5% | -4.5% | +12.0% | +7.1% |
| YTD | +14.6% | +6.0% | +8.6% | +11.4% |
| 1Y | +17.6% | +24.3% | -6.7% | +10.5% |
| All | +61.6% | +412.6% | -351.0% | +6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling