+21.8%
RSP vs TSLL
-48.4%
+70.2%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.3% | +8.2% | +2.1% |
| 7D | +2.7% | -9.4% | +12.1% | +3.1% |
| 30D | +5.8% | +1.6% | +4.2% | +5.6% |
| 3M | +1.8% | +29.4% | -27.6% | +0.2% |
| 6M | +11.6% | -20.1% | +31.7% | +11.4% |
| YTD | +18.0% | -44.5% | +62.5% | +18.9% |
| 1Y | +21.8% | -46.0% | +67.9% | +22.6% |
| All | +21.8% | -48.4% | +70.2% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 1y: compounded portfolio wealth divided by compounded TSLL 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…
1y analysis · Full analysis span regression · 6 months rolling