+215.6%
RSP vs TT
+782.6%
-567.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.7% | -2.4% | +0.2% |
| 7D | +0.4% | +1.7% | -1.3% | -0.4% |
| 30D | +3.7% | -11.8% | +15.5% | +9.2% |
| 3M | +0.8% | -12.6% | +13.4% | +6.4% |
| 6M | +9.1% | -9.4% | +18.4% | +12.5% |
| YTD | +16.7% | +8.8% | +7.9% | +9.5% |
| 1Y | +19.7% | -2.5% | +22.2% | +18.2% |
| 3Y | +66.7% | +95.7% | -28.9% | +12.6% |
| 5Y | +48.7% | +135.7% | -87.1% | -11.7% |
| 10Y | +215.6% | +750.6% | -535.1% | -1.2% |
| All | +215.6% | +782.6% | -567.0% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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