+215.7%
RSP vs TTD
+538.9%
-323.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.8% | +0.4% |
| 7D | -0.3% | +20.8% | -21.1% | -2.5% |
| 30D | +4.4% | +33.8% | -29.4% | +0.9% |
| 3M | +1.3% | +17.8% | -16.6% | -0.9% |
| 6M | +10.0% | -25.7% | +35.7% | +12.4% |
| YTD | +17.6% | -57.9% | +75.5% | +27.3% |
| 1Y | +19.2% | -63.8% | +83.1% | +31.2% |
| 3Y | +66.0% | -75.0% | +141.1% | +81.3% |
| 5Y | +50.4% | -82.5% | +133.0% | +62.1% |
| 10Y | +215.7% | +527.9% | -312.2% | +147.5% |
| All | +215.7% | +538.9% | -323.3% | +147.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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