+204.4%
RSP vs TFC
+100.2%
+104.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.2% |
| 7D | -0.4% | +2.2% | -2.6% | -1.3% |
| 30D | -1.5% | -2.5% | +1.0% | -0.6% |
| 3M | +4.8% | +4.5% | +0.2% | +2.6% |
| 6M | +10.3% | +11.0% | -0.7% | +5.1% |
| YTD | +14.1% | +5.9% | +8.2% | +10.5% |
| 1Y | +17.0% | +14.6% | +2.4% | +9.5% |
| 3Y | +54.2% | +96.7% | -42.5% | +12.7% |
| 5Y | +51.5% | +15.6% | +35.9% | +34.3% |
| 10Y | +204.4% | +98.6% | +105.8% | +96.4% |
| All | +204.4% | +100.2% | +104.2% | +96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TFC 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling