-34.6%
TLT vs RSP
+45.0%
-79.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.1% | -1.0% | +1.1% | +0.2% |
| 30D | +6.2% | +2.6% | +3.6% | +5.8% |
| 3M | -0.3% | -0.8% | +0.4% | -0.3% |
| 6M | -3.4% | +6.3% | -9.6% | -4.1% |
| YTD | -3.1% | +14.1% | -17.3% | -4.7% |
| 1Y | -5.2% | +18.0% | -23.2% | -7.1% |
| 3Y | +6.5% | +61.0% | -54.5% | +1.0% |
| All | -34.6% | +45.0% | -79.5% | -39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling