+213.4%
RSP vs TTD
+435.2%
-221.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | -1.0% | +5.2% | -6.2% | -1.6% |
| 30D | +2.6% | +6.9% | -4.4% | +1.7% |
| 3M | -0.8% | -26.8% | +26.0% | +2.1% |
| 6M | +6.3% | -46.1% | +52.4% | +12.7% |
| YTD | +14.1% | -65.9% | +80.1% | +26.5% |
| 1Y | +18.0% | -71.8% | +89.8% | +33.6% |
| 3Y | +61.0% | -83.3% | +144.3% | +83.9% |
| 5Y | +45.6% | -81.1% | +126.7% | +55.0% |
| All | +213.4% | +435.2% | -221.8% | +151.8% |
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