+546.4%
T vs RSP
+1,154.1%
-607.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.2% |
| 7D | +1.6% | +1.8% | -0.1% | +0.5% |
| 30D | -2.9% | +3.5% | -6.4% | -5.1% |
| 3M | -7.5% | +0.2% | -7.7% | -7.7% |
| 6M | -9.9% | +9.1% | -19.0% | -15.1% |
| YTD | -6.4% | +16.6% | -23.0% | -15.9% |
| 1Y | -9.4% | +17.9% | -27.3% | -19.2% |
| 3Y | +64.9% | +64.6% | +0.2% | +15.8% |
| 5Y | +57.0% | +48.4% | +8.5% | +16.7% |
| 10Y | +60.8% | +212.9% | -152.1% | -29.2% |
| All | +546.4% | +1,154.1% | -607.7% | -6.0% |
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