-50.0%
TE vs RSG
+168.4%
-218.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.3% | -2.9% |
| 7D | +15.0% | 0.0% | +15.0% | +15.0% |
| 30D | -7.5% | +3.7% | -11.2% | -7.2% |
| 3M | -42.0% | +6.2% | -48.1% | -41.7% |
| 6M | -31.4% | -2.8% | -28.6% | -30.8% |
| YTD | -26.5% | +5.9% | -32.4% | -26.3% |
| 1Y | +153.1% | -1.8% | +154.9% | +155.5% |
| 3Y | -20.7% | +57.5% | -78.2% | -27.7% |
| 5Y | -45.4% | +91.1% | -136.5% | -51.1% |
| All | -50.0% | +168.4% | -218.4% | -55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling