+19.2%
RSP vs TFC
+15.8%
+3.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.3% | -1.2% | +0.9% | +0.1% |
| 30D | +4.4% | +7.8% | -3.3% | +2.2% |
| 3M | +1.3% | -3.0% | +4.2% | +2.0% |
| 6M | +10.0% | +5.8% | +4.2% | +7.5% |
| YTD | +17.6% | +5.3% | +12.3% | +12.7% |
| 1Y | +19.2% | +15.7% | +3.6% | +7.7% |
| All | +19.2% | +15.8% | +3.4% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling