+2.8%
TLT vs RSP
+65.5%
-62.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -3.1% | +2.4% | -5.5% | -3.6% |
| 30D | +1.0% | +4.3% | -3.2% | +0.1% |
| 3M | -2.7% | -0.3% | -2.4% | -2.7% |
| 6M | -4.1% | +9.8% | -14.0% | -5.9% |
| YTD | -5.4% | +16.8% | -22.2% | -8.2% |
| 1Y | -7.0% | +19.5% | -26.5% | -10.1% |
| 3Y | +2.8% | +65.1% | -62.3% | -10.0% |
| All | +2.8% | +65.5% | -62.6% | -10.0% |
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