+61.0%
RSP vs TSLL
-57.4%
+118.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -11.8% | +11.4% | +0.3% |
| 7D | -0.8% | +1.9% | -2.7% | -1.0% |
| 30D | -0.3% | +17.8% | -18.1% | -1.6% |
| 3M | +4.3% | -37.0% | +41.3% | +6.2% |
| 6M | +8.8% | -37.7% | +46.5% | +10.3% |
| YTD | +15.3% | -51.4% | +66.6% | +18.4% |
| 1Y | +18.3% | -23.4% | +41.6% | +16.8% |
| 3Y | +52.8% | -30.8% | +83.6% | +39.4% |
| All | +61.0% | -57.4% | +118.4% | +59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling