+102.9%
TLT vs RSP
+1,127.6%
-1,024.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | -0.1% |
| 7D | +0.1% | -1.0% | +1.1% | -0.1% |
| 30D | +6.2% | +2.6% | +3.6% | +6.8% |
| 3M | -0.3% | -0.8% | +0.4% | -0.5% |
| 6M | -3.4% | +6.3% | -9.6% | -2.1% |
| YTD | -3.1% | +14.1% | -17.3% | -0.2% |
| 1Y | -5.2% | +18.0% | -23.2% | -1.7% |
| 3Y | +6.5% | +61.0% | -54.5% | +19.2% |
| 5Y | -34.7% | +45.6% | -80.3% | -28.5% |
| 10Y | -17.6% | +220.2% | -237.8% | +16.1% |
| All | +102.9% | +1,127.6% | -1,024.6% | +292.9% |
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