+1,127.7%
RSP vs TTMI
+2,601.1%
-1,473.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.8% | -9.3% | -2.2% |
| 7D | -0.8% | +5.9% | -6.6% | -2.0% |
| 30D | -0.3% | -4.3% | +4.0% | 0.0% |
| 3M | +4.3% | -32.0% | +36.3% | +10.0% |
| 6M | +8.8% | +19.5% | -10.6% | +0.3% |
| YTD | +15.3% | +82.0% | -66.8% | -4.0% |
| 1Y | +18.3% | +172.6% | -154.3% | -11.2% |
| 3Y | +52.8% | +744.7% | -691.8% | -13.5% |
| 5Y | +51.7% | +805.6% | -753.8% | -17.6% |
| 10Y | +208.5% | +1,057.6% | -849.1% | +50.6% |
| All | +1,127.7% | +2,601.1% | -1,473.3% | +385.7% |
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