+228.2%
TER vs RSG
+90.2%
+138.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +3.1% |
| 7D | +12.4% | 0.0% | +12.4% | +12.4% |
| 30D | +5.1% | +3.7% | +1.5% | +5.3% |
| 3M | +4.0% | +6.2% | -2.2% | +3.6% |
| 6M | +29.5% | -2.8% | +32.3% | +31.3% |
| YTD | +98.5% | +5.9% | +92.6% | +96.4% |
| 1Y | +234.1% | -1.8% | +235.8% | +237.7% |
| 3Y | +289.0% | +57.5% | +231.5% | +192.0% |
| 5Y | +228.2% | +91.1% | +137.1% | +109.4% |
| All | +228.2% | +90.2% | +138.0% | +109.4% |
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