+428.1%
RSG vs TMF
-86.2%
+514.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.0% | +0.3% |
| 7D | 0.0% | -0.9% | +0.9% | -0.1% |
| 30D | +3.7% | -1.0% | +4.6% | +3.6% |
| 3M | +6.2% | -11.3% | +17.4% | +5.7% |
| 6M | -2.8% | -22.7% | +19.9% | -3.6% |
| YTD | +5.9% | -17.3% | +23.2% | +5.3% |
| 1Y | -1.8% | -22.5% | +20.7% | -2.6% |
| 3Y | +57.5% | -43.2% | +100.7% | +54.8% |
| 5Y | +91.1% | -88.3% | +179.4% | +66.2% |
| 10Y | +428.1% | -86.0% | +514.1% | +374.3% |
| All | +428.1% | -86.2% | +514.3% | +374.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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