+1,144.5%
RSP vs TRI
+598.8%
+545.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.4% | -2.9% | +5.3% | +3.6% |
| 30D | +4.3% | +3.7% | +0.6% | +1.8% |
| 3M | -0.3% | +3.7% | -4.1% | -3.7% |
| 6M | +9.8% | +35.1% | -25.3% | -8.6% |
| YTD | +16.8% | -14.0% | +30.8% | +17.2% |
| 1Y | +19.5% | -19.0% | +38.5% | +23.4% |
| 3Y | +65.1% | -12.0% | +77.1% | +58.1% |
| 5Y | +48.7% | +0.6% | +48.1% | +31.1% |
| 10Y | +213.6% | +225.4% | -11.9% | +44.8% |
| All | +1,144.5% | +598.8% | +545.7% | +289.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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