+4,578.9%
TT vs RSG
+2,310.6%
+2,268.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +4.0% | +2.5% | +1.6% | +3.0% |
| 30D | -11.3% | +12.7% | -24.0% | -16.0% |
| 3M | -12.3% | +17.9% | -30.2% | -18.7% |
| 6M | -10.8% | +25.0% | -35.8% | -19.8% |
| YTD | +8.2% | +20.8% | -12.7% | -1.8% |
| 1Y | +1.5% | +24.3% | -22.8% | -9.0% |
| 3Y | +91.5% | +65.3% | +26.2% | +51.4% |
| 5Y | +130.2% | +99.1% | +31.2% | +68.0% |
| 10Y | +727.9% | +452.4% | +275.5% | +306.3% |
| All | +4,578.9% | +2,310.6% | +2,268.2% | +1,192.1% |
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