+4,913.7%
TT vs RSG
+2,015.2%
+2,898.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.3% |
| 7D | 0.0% | +0.3% | -0.3% | -0.1% |
| 30D | -7.2% | +7.6% | -14.7% | -10.0% |
| 3M | -3.0% | +7.4% | -10.4% | -6.4% |
| 6M | +1.4% | -3.3% | +4.6% | +1.8% |
| YTD | +15.9% | +6.0% | +9.9% | +11.8% |
| 1Y | +9.4% | -3.7% | +13.1% | +9.7% |
| 3Y | +124.4% | +59.1% | +65.3% | +81.1% |
| 5Y | +138.0% | +89.0% | +49.0% | +78.5% |
| 10Y | +886.4% | +412.5% | +473.9% | +403.8% |
| All | +4,913.7% | +2,015.2% | +2,898.4% | +1,370.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling