+59.5%
RSP vs TSLL
-58.7%
+118.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.6% | -9.0% | -0.9% |
| 7D | -1.0% | -21.2% | +20.2% | +0.3% |
| 30D | +2.6% | -13.3% | +15.9% | +3.2% |
| 3M | -0.8% | +15.4% | -16.2% | -2.3% |
| 6M | +6.3% | -34.2% | +40.5% | +7.2% |
| YTD | +14.1% | -52.9% | +67.0% | +17.0% |
| 1Y | +18.0% | -54.3% | +72.4% | +20.8% |
| 3Y | +61.0% | -18.4% | +79.4% | +44.5% |
| All | +59.5% | -58.7% | +118.2% | +57.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling