+444.4%
RSG vs TMF
-81.8%
+526.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +1.6% | -3.4% | +5.0% | +1.5% |
| 30D | +13.5% | +11.5% | +2.0% | +13.9% |
| 3M | +16.3% | -4.5% | +20.8% | +16.1% |
| 6M | +26.9% | -15.0% | +41.8% | +26.2% |
| YTD | +19.1% | -19.9% | +38.9% | +18.2% |
| 1Y | +21.8% | -26.6% | +48.4% | +20.6% |
| 3Y | +63.5% | -29.8% | +93.3% | +62.7% |
| 5Y | +98.6% | -88.2% | +186.8% | +72.8% |
| 10Y | +444.4% | -81.4% | +525.8% | +389.7% |
| All | +444.4% | -81.8% | +526.2% | +389.7% |
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