+227.9%
TPR vs RSG
+97.5%
+130.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.8% |
| 7D | +6.4% | +1.6% | +4.8% | +6.1% |
| 30D | +13.8% | +13.5% | +0.3% | +10.7% |
| 3M | -16.6% | +16.3% | -32.9% | -19.3% |
| 6M | +0.7% | +26.9% | -26.2% | -4.9% |
| YTD | +5.3% | +19.1% | -13.7% | +0.7% |
| 1Y | +32.4% | +21.8% | +10.5% | +25.6% |
| 3Y | +406.4% | +63.5% | +342.9% | +325.4% |
| 5Y | +227.9% | +98.6% | +129.3% | +146.0% |
| All | +227.9% | +97.5% | +130.4% | +146.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling