+1,529.0%
RSG vs TMF
-68.9%
+1,597.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.4% | -1.0% |
| 7D | +0.3% | -1.4% | +1.7% | +0.2% |
| 30D | +7.6% | -2.8% | +10.4% | +7.4% |
| 3M | +7.4% | -10.9% | +18.3% | +6.5% |
| 6M | -3.3% | -21.3% | +18.0% | -4.9% |
| YTD | +6.0% | -15.9% | +21.9% | +4.8% |
| 1Y | -3.7% | -15.7% | +12.1% | -4.7% |
| 3Y | +59.1% | -43.4% | +102.5% | +54.1% |
| 5Y | +89.0% | -87.8% | +176.8% | +58.3% |
| 10Y | +412.5% | -86.7% | +499.2% | +354.5% |
| All | +1,529.0% | -68.9% | +1,597.9% | +1,672.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling