+48.4%
RSP vs TT
+136.9%
-88.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +1.8% | +8.1% | -6.3% | -1.0% |
| 30D | +3.5% | -11.3% | +14.8% | +7.6% |
| 3M | +0.2% | -11.2% | +11.4% | +4.1% |
| 6M | +9.1% | -8.9% | +18.0% | +11.7% |
| YTD | +16.6% | +9.7% | +6.9% | +10.3% |
| 1Y | +17.9% | +1.3% | +16.7% | +15.1% |
| 3Y | +64.6% | +93.4% | -28.7% | +17.6% |
| 5Y | +48.4% | +133.5% | -85.1% | -12.0% |
| All | +48.4% | +136.9% | -88.5% | -12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling