+1,143.3%
RSP vs TTMI
+1,520.0%
-376.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +13.3% | -11.0% | -0.2% |
| 7D | +0.4% | -1.6% | +2.1% | +0.2% |
| 30D | +3.7% | -37.7% | +41.5% | +10.9% |
| 3M | +0.8% | -45.1% | +45.9% | +9.4% |
| 6M | +9.1% | -52.1% | +61.2% | +19.1% |
| YTD | +16.7% | +9.2% | +7.5% | +4.3% |
| 1Y | +19.7% | +12.9% | +6.8% | +5.1% |
| 3Y | +66.7% | +445.5% | -378.8% | +0.1% |
| 5Y | +48.7% | +427.9% | -379.2% | -12.7% |
| 10Y | +215.6% | +449.9% | -234.3% | +74.3% |
| All | +1,143.3% | +1,520.0% | -376.7% | +427.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling