-12.5%
TLT vs RSP
+222.0%
-234.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.2% | +0.3% |
| 7D | +0.3% | +0.4% | -0.2% | +0.3% |
| 30D | +5.1% | +3.7% | +1.4% | +5.6% |
| 3M | -0.2% | +0.8% | -1.0% | -0.1% |
| 6M | -2.9% | +9.1% | -12.0% | -1.8% |
| YTD | -2.7% | +16.7% | -19.4% | -0.7% |
| 1Y | -4.6% | +19.7% | -24.3% | -2.3% |
| 3Y | +6.1% | +66.7% | -60.6% | +15.0% |
| 5Y | -35.1% | +48.7% | -83.8% | -31.5% |
| 10Y | -12.5% | +215.6% | -228.0% | +18.4% |
| All | -12.5% | +222.0% | -234.4% | +18.4% |
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