+103.6%
TLT vs RSP
+1,139.7%
-1,036.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.1% |
| 7D | -0.4% | -0.8% | +0.3% | -0.6% |
| 30D | -0.6% | -0.3% | -0.2% | -0.6% |
| 3M | -2.7% | +4.3% | -7.0% | -1.8% |
| 6M | -5.6% | +8.8% | -14.4% | -3.9% |
| YTD | -2.8% | +15.3% | -18.0% | +0.3% |
| 1Y | -1.4% | +18.3% | -19.7% | +2.3% |
| 3Y | -1.6% | +52.8% | -54.4% | +8.6% |
| 5Y | -33.8% | +51.7% | -85.5% | -26.7% |
| 10Y | -21.1% | +208.5% | -229.6% | +9.9% |
| All | +103.6% | +1,139.7% | -1,036.0% | +295.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling