+4,646.7%
TT vs RSG
+2,310.7%
+2,336.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.8% |
| 7D | +8.1% | +1.4% | +6.6% | +7.4% |
| 30D | -11.3% | +15.0% | -26.3% | -16.7% |
| 3M | -11.2% | +18.5% | -29.6% | -17.8% |
| 6M | -8.9% | +25.8% | -34.7% | -18.3% |
| YTD | +9.7% | +20.8% | -11.1% | -0.3% |
| 1Y | +1.3% | +24.8% | -23.6% | -9.4% |
| 3Y | +93.4% | +65.9% | +27.5% | +52.7% |
| 5Y | +133.5% | +99.1% | +34.5% | +70.4% |
| 10Y | +739.9% | +452.4% | +287.5% | +312.2% |
| All | +4,646.7% | +2,310.7% | +2,336.0% | +1,210.8% |
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