+70.3%
T vs RSG
+428.9%
-358.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.6% |
| 7D | +1.5% | 0.0% | +1.5% | +1.5% |
| 30D | +7.5% | +4.0% | +3.5% | +5.4% |
| 3M | +14.8% | +7.4% | +7.4% | +10.8% |
| 6M | -1.7% | +0.1% | -1.9% | -2.1% |
| YTD | +8.7% | +6.0% | +2.7% | +5.1% |
| 1Y | -7.5% | -3.0% | -4.5% | -6.6% |
| 3Y | +110.2% | +56.5% | +53.7% | +64.4% |
| 5Y | +71.6% | +90.9% | -19.3% | +17.3% |
| All | +70.3% | +428.9% | -358.7% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling