-34.5%
TLT vs RSP
+48.2%
-82.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -3.1% | +2.4% | -5.5% | -3.4% |
| 30D | +1.0% | +4.3% | -3.2% | +0.5% |
| 3M | -2.7% | -0.3% | -2.4% | -2.7% |
| 6M | -4.1% | +9.8% | -14.0% | -5.3% |
| YTD | -5.4% | +16.8% | -22.2% | -7.2% |
| 1Y | -7.0% | +19.5% | -26.5% | -9.0% |
| 3Y | +2.8% | +65.1% | -62.3% | -2.7% |
| All | -34.5% | +48.2% | -82.8% | -39.7% |
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 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