+79.6%
TSM vs RSP
+16.9%
+62.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +3.8% |
| 7D | +6.0% | -0.4% | +6.4% | +6.5% |
| 30D | +4.5% | -1.5% | +6.0% | +6.6% |
| 3M | +3.1% | +4.8% | -1.7% | -4.6% |
| 6M | +30.2% | +10.3% | +19.9% | +11.5% |
| YTD | +45.2% | +14.1% | +31.1% | +20.1% |
| 1Y | +79.6% | +17.0% | +62.5% | +48.1% |
| All | +79.6% | +16.9% | +62.7% | +48.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling