+61.0%
RSP vs TW
+39.9%
+21.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -1.0% | +4.2% | -5.3% | -1.5% |
| 30D | +2.6% | +18.9% | -16.3% | +0.7% |
| 3M | -0.8% | +23.8% | -24.6% | -3.0% |
| 6M | +6.3% | +17.0% | -10.8% | +4.5% |
| YTD | +14.1% | +19.2% | -5.1% | +11.6% |
| 1Y | +18.0% | +20.1% | -2.1% | +15.2% |
| 3Y | +61.0% | +40.5% | +20.5% | +58.9% |
| All | +61.0% | +39.9% | +21.1% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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