+1,120.4%
RSP vs TPR
+1,824.1%
-703.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +7.1% | -10.0% | -5.0% |
| 7D | -1.4% | +13.9% | -15.3% | -5.4% |
| 30D | +2.1% | +14.9% | -12.8% | -2.4% |
| 3M | -0.9% | -15.4% | +14.5% | +3.0% |
| 6M | +7.5% | -4.5% | +12.0% | +6.9% |
| YTD | +14.6% | +6.0% | +8.6% | +9.6% |
| 1Y | +17.6% | +24.3% | -6.7% | +6.6% |
| 3Y | +60.8% | +412.8% | -352.0% | -11.2% |
| 5Y | +46.1% | +258.4% | -212.3% | -13.2% |
| 10Y | +221.4% | +396.8% | -175.4% | +46.1% |
| All | +1,120.4% | +1,824.1% | -703.7% | +193.8% |
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