+213.2%
RSP vs TTMI
+415.6%
-202.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.7% |
| 7D | +0.7% | -11.5% | +12.3% | +2.4% |
| 30D | +3.7% | -40.3% | +44.0% | +11.2% |
| 3M | +0.7% | -44.5% | +45.1% | +8.5% |
| 6M | +9.0% | -54.1% | +63.1% | +19.3% |
| YTD | +16.7% | +4.7% | +12.0% | +3.0% |
| 1Y | +19.0% | +3.3% | +15.6% | +4.1% |
| 3Y | +64.7% | +407.2% | -342.5% | -9.6% |
| 5Y | +49.6% | +406.5% | -356.9% | -21.2% |
| 10Y | +213.2% | +420.4% | -207.2% | +53.1% |
| All | +213.2% | +415.6% | -202.4% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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