+64.8%
RSP vs TFC
+95.2%
-30.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.6% |
| 7D | +1.8% | +0.1% | +1.7% | +1.7% |
| 30D | +3.5% | +8.6% | -5.2% | +0.4% |
| 3M | +0.2% | -4.3% | +4.6% | +1.7% |
| 6M | +9.1% | +5.4% | +3.7% | +6.5% |
| YTD | +16.6% | +4.5% | +12.1% | +13.6% |
| 1Y | +17.9% | +14.0% | +3.9% | +11.0% |
| All | +64.8% | +95.2% | -30.3% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling