+399.5%
TPR vs RSG
+64.1%
+335.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.7% |
| 7D | +6.4% | +1.6% | +4.8% | +6.3% |
| 30D | +13.8% | +13.5% | +0.3% | +12.9% |
| 3M | -16.6% | +16.3% | -32.9% | -17.3% |
| 6M | +0.7% | +26.9% | -26.2% | -0.9% |
| YTD | +5.3% | +19.1% | -13.7% | +4.0% |
| 1Y | +32.4% | +21.8% | +10.5% | +30.1% |
| All | +399.5% | +64.1% | +335.4% | +418.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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