+69.2%
TSM vs RSG
-1.5%
+70.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.5% | +1.8% |
| 7D | +1.0% | 0.0% | +1.0% | +1.0% |
| 30D | +1.0% | +4.0% | -3.0% | +4.4% |
| 3M | +2.9% | +7.4% | -4.5% | +9.8% |
| 6M | +22.8% | +0.1% | +22.7% | +26.5% |
| YTD | +43.3% | +6.0% | +37.3% | +53.4% |
| 1Y | +69.2% | -3.0% | +72.2% | +80.1% |
| All | +69.2% | -1.5% | +70.7% | +80.1% |
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