+1,598.5%
TSM vs RSP
+213.6%
+1,384.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.1% | +2.1% |
| 7D | -2.1% | +0.7% | -2.8% | -2.6% |
| 30D | -12.5% | +3.7% | -16.2% | -15.5% |
| 3M | -5.0% | +0.7% | -5.7% | -5.6% |
| 6M | -3.2% | +9.0% | -12.3% | -11.0% |
| YTD | +31.5% | +16.7% | +14.8% | +13.6% |
| 1Y | +35.7% | +19.0% | +16.7% | +15.0% |
| 3Y | +323.5% | +64.7% | +258.8% | +166.6% |
| 5Y | +263.4% | +49.6% | +213.8% | +151.5% |
| 10Y | +1,598.5% | +213.2% | +1,385.3% | +556.9% |
| All | +1,598.5% | +213.6% | +1,384.9% | +556.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 RSP 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