+530.4%
T vs RSP
+1,127.6%
-597.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.6% |
| 7D | +1.0% | -1.0% | +2.1% | +1.7% |
| 30D | -10.6% | +2.6% | -13.2% | -12.1% |
| 3M | -7.7% | -0.8% | -7.0% | -7.3% |
| 6M | -13.3% | +6.3% | -19.6% | -16.8% |
| YTD | -8.8% | +14.1% | -22.9% | -16.8% |
| 1Y | -8.4% | +18.0% | -26.4% | -18.4% |
| 3Y | +59.6% | +61.0% | -1.4% | +13.7% |
| 5Y | +52.1% | +45.6% | +6.5% | +14.5% |
| 10Y | +56.9% | +220.2% | -163.3% | -32.0% |
| All | +530.4% | +1,127.6% | -597.2% | -7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling