+84.4%
TSM vs RSG
-3.6%
+88.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +3.9% | +2.0% |
| 7D | +2.7% | +0.3% | +2.5% | +3.0% |
| 30D | +3.6% | +7.6% | -4.0% | +10.3% |
| 3M | -3.4% | +7.4% | -10.8% | +3.3% |
| 6M | +20.6% | -3.3% | +23.9% | +22.0% |
| YTD | +41.9% | +6.0% | +35.9% | +52.1% |
| 1Y | +84.4% | -3.7% | +88.0% | +88.9% |
| All | +84.4% | -3.6% | +88.0% | +88.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling