+209.8%
RSP vs TTMI
+1,044.1%
-834.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +3.0% | -0.2% |
| 7D | -1.8% | +7.5% | -9.3% | -3.2% |
| 30D | -2.5% | -4.5% | +1.9% | -2.2% |
| 3M | +3.0% | -28.5% | +31.5% | +7.6% |
| 6M | +8.9% | +28.4% | -19.5% | -1.2% |
| YTD | +13.0% | +80.1% | -67.1% | -6.7% |
| 1Y | +16.2% | +161.0% | -144.8% | -13.8% |
| 3Y | +52.7% | +862.4% | -809.7% | -22.5% |
| 5Y | +50.5% | +812.9% | -762.5% | -25.4% |
| 10Y | +209.8% | +1,094.7% | -884.9% | +41.9% |
| All | +209.8% | +1,044.1% | -834.3% | +41.9% |
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