+748.4%
TT vs RSG
+452.6%
+295.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -1.1% |
| 7D | +8.1% | +1.4% | +6.6% | +7.1% |
| 30D | -11.3% | +15.0% | -26.3% | -19.3% |
| 3M | -11.2% | +18.5% | -29.6% | -20.9% |
| 6M | -8.9% | +25.8% | -34.7% | -22.9% |
| YTD | +9.7% | +20.8% | -11.1% | -5.5% |
| 1Y | +1.3% | +24.8% | -23.6% | -15.0% |
| 3Y | +93.4% | +65.9% | +27.5% | +28.9% |
| 5Y | +133.5% | +99.1% | +34.5% | +33.7% |
| All | +748.4% | +452.6% | +295.8% | +140.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling