+1,127.7%
RSP vs TT
+4,689.7%
-3,561.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.8% |
| 7D | -0.8% | -0.2% | -0.5% | -0.7% |
| 30D | -0.3% | -7.4% | +7.0% | +3.2% |
| 3M | +4.3% | -3.2% | +7.5% | +5.2% |
| 6M | +8.8% | +1.1% | +7.7% | +7.0% |
| YTD | +15.3% | +15.6% | -0.4% | +5.9% |
| 1Y | +18.3% | +9.2% | +9.1% | +11.2% |
| 3Y | +52.8% | +124.4% | -71.6% | -1.3% |
| 5Y | +51.7% | +138.0% | -86.3% | -6.6% |
| 10Y | +208.5% | +886.4% | -677.9% | -6.8% |
| All | +1,127.7% | +4,689.7% | -3,561.9% | +53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling