+8,373.7%
TPR vs RSG
+4,367.4%
+4,006.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -0.3% | +2.5% | -2.8% | -1.8% |
| 30D | +15.1% | +12.7% | +2.4% | +6.7% |
| 3M | +3.5% | +17.9% | -14.4% | -6.9% |
| 6M | +0.4% | +25.0% | -24.5% | -13.6% |
| YTD | +4.6% | +20.8% | -16.2% | -9.0% |
| 1Y | +33.1% | +24.3% | +8.8% | +13.6% |
| 3Y | +396.0% | +65.3% | +330.7% | +242.6% |
| 5Y | +230.3% | +99.1% | +131.2% | +97.0% |
| 10Y | +368.4% | +452.4% | -84.0% | +47.9% |
| All | +8,373.7% | +4,367.4% | +4,006.3% | +660.8% |
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