-25.8%
TE vs RSG
+19.5%
-45.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.0% | -4.6% | -1.6% |
| 7D | +3.8% | +5.1% | -1.3% | +14.3% |
| 30D | -26.2% | +15.3% | -41.5% | -2.5% |
| 3M | -49.7% | +18.6% | -68.3% | -29.7% |
| 6M | -46.5% | +19.5% | -66.0% | -21.0% |
| YTD | -59.1% | +17.2% | -76.3% | -36.7% |
| 1Y | -25.8% | +19.6% | -45.4% | +26.9% |
| All | -25.8% | +19.5% | -45.3% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 1y: compounded portfolio wealth divided by compounded RSG 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…
1y analysis · Full analysis span regression · 6 months rolling