+53.0%
RSP vs TFC
+16.2%
+36.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -0.8% | +2.4% | -3.2% | -1.6% |
| 30D | -0.3% | -1.3% | +1.0% | +0.1% |
| 3M | +4.3% | +6.1% | -1.8% | +1.9% |
| 6M | +8.8% | +7.3% | +1.5% | +5.6% |
| YTD | +15.3% | +8.2% | +7.1% | +11.3% |
| 1Y | +18.3% | +14.4% | +3.9% | +11.8% |
| 3Y | +52.8% | +93.7% | -40.9% | +18.1% |
| All | +53.0% | +16.2% | +36.8% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling