+19.3%
RSP vs TTMI
+9.5%
+9.7%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.8% |
| 7D | +1.8% | +22.6% | -20.8% | +1.0% |
| 30D | +3.5% | -34.3% | +37.8% | +4.6% |
| 3M | +0.2% | -44.8% | +45.0% | +1.8% |
| 6M | +9.1% | -53.3% | +62.4% | +11.3% |
| YTD | +16.6% | +10.6% | +6.0% | +12.3% |
| All | +19.3% | +9.5% | +9.7% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling