+21,820.3%
TSM vs RSG
+2,310.6%
+19,509.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +6.2% | +2.5% | +3.7% | +5.4% |
| 30D | -7.3% | +12.7% | -20.0% | -10.9% |
| 3M | -7.1% | +17.9% | -25.1% | -12.1% |
| 6M | +0.2% | +25.0% | -24.7% | -7.5% |
| YTD | +32.2% | +20.8% | +11.4% | +22.7% |
| 1Y | +42.8% | +24.3% | +18.5% | +31.1% |
| 3Y | +330.4% | +65.3% | +265.1% | +256.2% |
| 5Y | +263.9% | +99.1% | +164.9% | +180.7% |
| 10Y | +1,580.2% | +452.4% | +1,127.8% | +829.2% |
| All | +21,820.3% | +2,310.6% | +19,509.6% | +7,753.6% |
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 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