+330.4%
TSM vs RSP
+65.5%
+264.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.9% |
| 7D | +6.2% | +2.4% | +3.8% | +3.2% |
| 30D | -7.3% | +4.3% | -11.5% | -11.9% |
| 3M | -7.1% | -0.3% | -6.8% | -6.6% |
| 6M | +0.2% | +9.8% | -9.6% | -11.0% |
| YTD | +32.2% | +16.8% | +15.4% | +9.1% |
| 1Y | +42.8% | +19.5% | +23.3% | +14.5% |
| 3Y | +330.4% | +65.1% | +265.3% | +144.2% |
| All | +330.4% | +65.5% | +264.9% | +144.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling