+1,127.7%
RSP vs TPR
+1,651.6%
-523.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.8% | -2.3% | +1.5% | -0.1% |
| 30D | -0.3% | -23.0% | +22.6% | +7.1% |
| 3M | +4.3% | -12.5% | +16.7% | +7.5% |
| 6M | +8.8% | -21.4% | +30.3% | +15.2% |
| YTD | +15.3% | -3.5% | +18.8% | +13.9% |
| 1Y | +18.3% | +17.4% | +0.9% | +9.3% |
| 3Y | +52.8% | +291.3% | -238.4% | -7.8% |
| 5Y | +51.7% | +241.9% | -190.2% | -8.6% |
| 10Y | +208.5% | +322.7% | -114.2% | +48.2% |
| All | +1,127.7% | +1,651.6% | -523.8% | +205.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling