+56.9%
RSG vs TMF
-42.4%
+99.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.7% | +1.0% | -1.7% | -0.8% |
| 30D | +3.3% | -1.8% | +5.1% | +3.4% |
| 3M | +8.5% | -8.2% | +16.7% | +8.8% |
| 6M | -3.5% | -19.5% | +16.0% | -2.6% |
| YTD | +5.5% | -16.0% | +21.5% | +6.2% |
| 1Y | -1.7% | -22.5% | +20.8% | -0.7% |
| 3Y | +56.9% | -42.3% | +99.2% | +58.2% |
| All | +56.9% | -42.4% | +99.3% | +58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling