+284.1%
TSM vs RSG
+90.7%
+193.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | +4.8% | 0.0% | +4.8% | +4.8% |
| 30D | +4.0% | +3.7% | +0.4% | +4.1% |
| 3M | +2.0% | +6.2% | -4.2% | +1.8% |
| 6M | +25.5% | -2.8% | +28.3% | +26.6% |
| YTD | +44.0% | +5.9% | +38.1% | +43.4% |
| 1Y | +75.4% | -1.8% | +77.2% | +76.8% |
| 3Y | +406.7% | +57.5% | +349.3% | +349.6% |
| All | +284.1% | +90.7% | +193.4% | +210.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling