+213.2%
RSP vs TMF
-82.2%
+295.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.8% | -0.3% |
| 7D | +0.7% | -1.1% | +1.8% | +0.7% |
| 30D | +3.7% | +11.8% | -8.1% | +4.4% |
| 3M | +0.7% | -4.0% | +4.7% | +0.5% |
| 6M | +9.0% | -16.5% | +25.6% | +7.9% |
| YTD | +16.7% | -19.9% | +36.6% | +15.2% |
| 1Y | +19.0% | -25.6% | +44.5% | +16.8% |
| 3Y | +64.7% | -29.9% | +94.6% | +63.1% |
| 5Y | +49.6% | -88.2% | +137.8% | +16.2% |
| 10Y | +213.2% | -81.7% | +294.9% | +171.5% |
| All | +213.2% | -82.2% | +295.4% | +171.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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