+218.7%
TPR vs RSG
+90.2%
+128.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.4% |
| 7D | -7.3% | 0.0% | -7.3% | -7.3% |
| 30D | -30.7% | +3.7% | -34.4% | -31.2% |
| 3M | -21.6% | +6.2% | -27.8% | -22.7% |
| 6M | -21.3% | -2.8% | -18.6% | -20.8% |
| YTD | -10.2% | +5.9% | -16.1% | -11.8% |
| 1Y | +9.5% | -1.8% | +11.3% | +9.7% |
| 3Y | +280.8% | +57.5% | +223.3% | +222.4% |
| 5Y | +218.7% | +91.1% | +127.6% | +149.4% |
| All | +218.7% | +90.2% | +128.5% | +149.4% |
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 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