+23,969.6%
TSM vs RSG
+2,005.0%
+21,964.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.8% | +2.5% |
| 7D | +6.0% | -0.7% | +6.8% | +6.3% |
| 30D | +4.5% | +3.3% | +1.2% | +3.4% |
| 3M | +3.1% | +8.5% | -5.4% | -0.1% |
| 6M | +30.2% | -3.5% | +33.7% | +30.2% |
| YTD | +45.2% | +5.5% | +39.7% | +41.0% |
| 1Y | +79.6% | -1.7% | +81.3% | +77.7% |
| 3Y | +411.0% | +56.9% | +354.1% | +330.3% |
| 5Y | +290.7% | +89.4% | +201.3% | +206.3% |
| 10Y | +1,753.6% | +412.5% | +1,341.1% | +953.3% |
| All | +23,969.6% | +2,005.0% | +21,964.6% | +8,923.5% |
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