+1,779.8%
TSM vs RSG
+428.9%
+1,350.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.5% | +1.0% |
| 7D | +1.0% | 0.0% | +1.0% | +1.0% |
| 30D | +1.0% | +4.0% | -3.0% | -0.2% |
| 3M | +2.9% | +7.4% | -4.5% | +0.1% |
| 6M | +22.8% | +0.1% | +22.7% | +21.7% |
| YTD | +43.3% | +6.0% | +37.3% | +38.9% |
| 1Y | +69.2% | -3.0% | +72.2% | +69.0% |
| 3Y | +404.5% | +56.5% | +348.0% | +301.8% |
| 5Y | +282.2% | +90.9% | +191.3% | +170.6% |
| All | +1,779.8% | +428.9% | +1,350.8% | +669.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling