+207.6%
RSP vs TFC
+104.6%
+103.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -0.8% | +2.4% | -3.2% | -1.7% |
| 30D | -0.3% | -1.3% | +1.0% | +0.1% |
| 3M | +4.3% | +6.1% | -1.8% | +1.5% |
| 6M | +8.8% | +7.3% | +1.5% | +5.1% |
| YTD | +15.3% | +8.2% | +7.1% | +10.7% |
| 1Y | +18.3% | +14.4% | +3.9% | +10.8% |
| 3Y | +52.8% | +93.7% | -40.9% | +12.4% |
| 5Y | +51.7% | +16.4% | +35.3% | +34.2% |
| All | +207.6% | +104.6% | +103.0% | +96.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling