+89.4%
RSG vs TMF
-87.6%
+177.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.3% |
| 3M | +8.5% | -8.2% | +16.7% | +8.7% |
| 6M | -3.5% | -19.5% | +16.0% | -3.0% |
| YTD | +5.5% | -16.0% | +21.5% | +5.9% |
| 1Y | -1.7% | -22.5% | +20.8% | -1.1% |
| 3Y | +56.9% | -42.3% | +99.2% | +57.8% |
| 5Y | +89.4% | -87.7% | +177.1% | +88.4% |
| All | +89.4% | -87.6% | +177.0% | +88.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling