+322.0%
TSM vs RSP
+60.0%
+261.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.8% |
| 7D | -7.6% | -1.0% | -6.5% | -6.1% |
| 30D | -20.5% | +2.6% | -23.1% | -22.9% |
| 3M | -10.0% | -0.8% | -9.2% | -9.1% |
| 6M | -10.1% | +6.3% | -16.3% | -16.8% |
| YTD | +24.5% | +14.1% | +10.4% | +5.6% |
| 1Y | +31.2% | +18.0% | +13.2% | +6.7% |
| 3Y | +322.0% | +61.0% | +261.0% | +134.8% |
| All | +322.0% | +60.0% | +261.9% | +134.8% |
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