+1,115.8%
RSP vs TT
+4,196.3%
-3,080.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -1.5% |
| 7D | -1.0% | -2.0% | +1.0% | -0.2% |
| 30D | +2.6% | -14.0% | +16.6% | +9.5% |
| 3M | -0.8% | -15.9% | +15.1% | +6.8% |
| 6M | +6.3% | -17.3% | +23.6% | +14.5% |
| YTD | +14.1% | +4.0% | +10.2% | +9.5% |
| 1Y | +18.0% | -7.1% | +25.1% | +19.3% |
| 3Y | +61.0% | +90.2% | -29.2% | +12.5% |
| 5Y | +45.6% | +131.1% | -85.5% | -9.6% |
| 10Y | +220.2% | +777.7% | -557.6% | +1.8% |
| All | +1,115.8% | +4,196.3% | -3,080.5% | +58.5% |
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