+7,716.4%
TPR vs RSG
+3,820.0%
+3,896.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.7% |
| 7D | -2.3% | +0.3% | -2.6% | -2.5% |
| 30D | -23.0% | +7.6% | -30.5% | -26.4% |
| 3M | -12.5% | +7.4% | -19.9% | -16.8% |
| 6M | -21.4% | -3.3% | -18.2% | -20.9% |
| YTD | -3.5% | +6.0% | -9.5% | -8.7% |
| 1Y | +17.4% | -3.7% | +21.0% | +17.8% |
| 3Y | +291.3% | +59.1% | +232.2% | +176.1% |
| 5Y | +241.9% | +89.0% | +152.9% | +109.5% |
| 10Y | +322.7% | +412.5% | -89.8% | +40.2% |
| All | +7,716.4% | +3,820.0% | +3,896.4% | +663.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling