+54.1%
T vs RSP
+222.0%
-167.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | -0.6% |
| 7D | +1.7% | +0.4% | +1.2% | +1.3% |
| 30D | -1.7% | +3.7% | -5.4% | -4.0% |
| 3M | -7.3% | +0.8% | -8.1% | -7.8% |
| 6M | -11.2% | +9.1% | -20.3% | -16.1% |
| YTD | -8.1% | +16.7% | -24.8% | -17.1% |
| 1Y | -8.0% | +19.7% | -27.7% | -18.5% |
| 3Y | +62.1% | +66.7% | -4.6% | +12.7% |
| 5Y | +55.7% | +48.7% | +7.0% | +15.9% |
| 10Y | +54.1% | +215.6% | -161.4% | -32.5% |
| All | +54.1% | +222.0% | -167.8% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 RSP 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