+65.3%
T vs RSP
+204.5%
-139.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.3% |
| 7D | -1.5% | -0.4% | -1.1% | -1.3% |
| 30D | +7.6% | -1.5% | +9.1% | +8.6% |
| 3M | +15.3% | +4.8% | +10.5% | +11.8% |
| 6M | -8.5% | +10.3% | -18.7% | -14.2% |
| YTD | +6.8% | +14.1% | -7.3% | -2.3% |
| 1Y | -7.2% | +17.0% | -24.3% | -16.7% |
| 3Y | +108.2% | +54.2% | +54.1% | +52.6% |
| 5Y | +66.1% | +51.5% | +14.6% | +21.5% |
| 10Y | +65.3% | +204.4% | -139.1% | -29.5% |
| All | +65.3% | +204.5% | -139.2% | -29.5% |
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