+211.0%
RSP vs TTMI
+394.2%
-183.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.7% |
| 7D | +2.4% | +11.4% | -9.0% | +0.3% |
| 30D | +4.3% | -28.3% | +32.6% | +8.3% |
| 3M | -0.3% | -46.7% | +46.3% | +8.3% |
| 6M | +9.8% | -56.1% | +65.9% | +21.4% |
| YTD | +16.8% | +7.4% | +9.5% | +2.6% |
| 1Y | +19.5% | +17.4% | +2.1% | +1.7% |
| 3Y | +65.1% | +429.1% | -364.0% | -10.3% |
| 5Y | +48.7% | +418.8% | -370.1% | -22.2% |
| All | +211.0% | +394.2% | -183.2% | +51.1% |
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