-20.7%
TLT vs RSP
+204.5%
-225.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | -0.1% |
| 7D | +0.4% | -0.4% | +0.8% | +0.4% |
| 30D | -0.3% | -1.5% | +1.2% | -0.5% |
| 3M | -1.7% | +4.8% | -6.5% | -1.1% |
| 6M | -4.9% | +10.3% | -15.2% | -3.7% |
| YTD | -2.8% | +14.1% | -16.9% | -1.1% |
| 1Y | -4.2% | +17.0% | -21.2% | -2.2% |
| 3Y | -1.1% | +54.2% | -55.3% | +5.6% |
| 5Y | -33.7% | +51.5% | -85.2% | -29.4% |
| 10Y | -20.7% | +204.4% | -225.1% | +4.2% |
| All | -20.7% | +204.5% | -225.2% | +4.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling