+107.7%
T vs RSP
+53.0%
+54.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.5% | -1.8% |
| 7D | -1.3% | -0.8% | -0.5% | -1.1% |
| 30D | +11.4% | -0.3% | +11.7% | +11.5% |
| 3M | +14.3% | +4.3% | +10.0% | +13.1% |
| 6M | -9.3% | +8.8% | -18.1% | -11.1% |
| YTD | +7.1% | +15.3% | -8.2% | +3.0% |
| 1Y | -9.1% | +18.3% | -27.4% | -13.3% |
| All | +107.7% | +53.0% | +54.7% | +79.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling