+54.2%
RSP vs TTMI
+857.4%
-803.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.0% | -1.3% |
| 7D | -0.4% | +12.2% | -12.6% | -1.5% |
| 30D | -1.5% | -5.7% | +4.2% | -1.2% |
| 3M | +4.8% | -27.5% | +32.3% | +7.4% |
| 6M | +10.3% | +47.1% | -36.9% | +2.4% |
| YTD | +14.1% | +87.5% | -73.4% | +1.3% |
| 1Y | +17.0% | +175.2% | -158.2% | -3.8% |
| 3Y | +54.2% | +901.9% | -847.8% | -2.6% |
| All | +54.2% | +857.4% | -803.3% | -2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling