+1,502.2%
TSM vs RSP
+222.0%
+1,280.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.3% | +1.2% | +1.3% |
| 7D | -2.5% | +0.4% | -3.0% | -2.8% |
| 30D | -14.3% | +3.7% | -18.0% | -17.2% |
| 3M | -7.2% | +0.8% | -8.0% | -7.9% |
| 6M | -5.1% | +9.1% | -14.2% | -12.8% |
| YTD | +28.9% | +16.7% | +12.2% | +11.4% |
| 1Y | +37.1% | +19.7% | +17.4% | +15.6% |
| 3Y | +341.5% | +66.7% | +274.8% | +175.1% |
| 5Y | +245.7% | +48.7% | +197.0% | +140.6% |
| 10Y | +1,502.2% | +215.6% | +1,286.7% | +541.1% |
| All | +1,502.2% | +222.0% | +1,280.3% | +541.1% |
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