+2.6%
TSM vs RSP
+9.2%
-6.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -0.9% |
| 7D | +14.8% | +1.8% | +13.1% | +12.6% |
| 30D | -8.9% | +3.5% | -12.4% | -11.0% |
| 3M | -5.3% | +0.2% | -5.5% | -4.2% |
| 6M | +2.6% | +9.1% | -6.5% | -13.2% |
| All | +2.6% | +9.2% | -6.6% | -13.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling