+51.5%
RSP vs TTMI
+840.7%
-789.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.0% | -1.4% |
| 7D | -0.4% | +12.2% | -12.6% | -2.0% |
| 30D | -1.5% | -5.7% | +4.2% | -1.1% |
| 3M | +4.8% | -27.5% | +32.3% | +8.2% |
| 6M | +10.3% | +47.1% | -36.9% | 0.0% |
| YTD | +14.1% | +87.5% | -73.4% | -2.3% |
| 1Y | +17.0% | +175.2% | -158.2% | -8.8% |
| 3Y | +54.2% | +901.9% | -847.8% | -14.2% |
| 5Y | +51.5% | +843.5% | -792.0% | -17.2% |
| All | +51.5% | +840.7% | -789.2% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling