+640.0%
T vs RSP
+1,139.7%
-499.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.5% | -1.6% |
| 7D | -1.3% | -0.8% | -0.5% | -0.8% |
| 30D | +11.4% | -0.3% | +11.7% | +11.6% |
| 3M | +14.3% | +4.3% | +10.0% | +11.1% |
| 6M | -9.3% | +8.8% | -18.1% | -14.4% |
| YTD | +7.1% | +15.3% | -8.2% | -2.9% |
| 1Y | -9.1% | +18.3% | -27.4% | -19.1% |
| 3Y | +105.3% | +52.8% | +52.5% | +51.6% |
| 5Y | +66.8% | +51.7% | +15.1% | +22.2% |
| 10Y | +66.8% | +208.5% | -141.7% | -25.8% |
| All | +640.0% | +1,139.7% | -499.6% | +8.5% |
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 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