+43.5%
TSM vs RSP
+19.8%
+23.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +3.2% |
| 7D | +4.4% | -0.3% | +4.8% | +5.3% |
| 30D | -7.0% | +4.4% | -11.4% | -11.7% |
| 3M | -1.8% | +1.3% | -3.1% | -2.9% |
| 6M | +2.7% | +10.0% | -7.3% | -10.5% |
| YTD | +37.1% | +17.6% | +19.5% | +10.1% |
| 1Y | +43.5% | +19.2% | +24.2% | +14.3% |
| All | +43.5% | +19.8% | +23.7% | +14.3% |
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