+13,557.2%
TSM vs RSP
+1,139.7%
+12,417.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.3% | +3.3% |
| 7D | +2.7% | -0.8% | +3.5% | +3.5% |
| 30D | +3.6% | -0.3% | +3.9% | +3.9% |
| 3M | -3.4% | +4.3% | -7.7% | -7.4% |
| 6M | +20.6% | +8.8% | +11.8% | +11.1% |
| YTD | +41.9% | +15.3% | +26.6% | +23.4% |
| 1Y | +84.4% | +18.3% | +66.1% | +56.3% |
| 3Y | +380.2% | +52.8% | +327.4% | +217.3% |
| 5Y | +275.3% | +51.7% | +223.6% | +151.3% |
| 10Y | +1,751.4% | +208.5% | +1,542.9% | +491.4% |
| All | +13,557.2% | +1,139.7% | +12,417.5% | +548.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling