-0.2%
TLT vs RSP
+53.0%
-53.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.3% |
| 7D | -0.4% | -0.8% | +0.3% | -0.3% |
| 30D | -0.6% | -0.3% | -0.2% | -0.5% |
| 3M | -2.7% | +4.3% | -7.0% | -3.7% |
| 6M | -5.6% | +8.8% | -14.4% | -7.4% |
| YTD | -2.8% | +15.3% | -18.0% | -5.8% |
| 1Y | -1.4% | +18.3% | -19.7% | -5.1% |
| All | -0.2% | +53.0% | -53.2% | -15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling