-49.3%
TE vs RSG
+89.9%
-139.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.8% |
| 7D | +0.2% | 0.0% | +0.2% | +0.2% |
| 30D | -5.9% | +4.0% | -9.9% | -5.3% |
| 3M | -45.6% | +7.4% | -52.9% | -45.1% |
| 6M | -43.4% | +0.1% | -43.5% | -42.6% |
| YTD | -31.0% | +6.0% | -37.0% | -30.7% |
| 1Y | +145.2% | -3.0% | +148.2% | +150.7% |
| 3Y | -24.1% | +56.5% | -80.5% | -40.3% |
| All | -49.3% | +89.9% | -139.2% | -62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling