+215.6%
RSP vs TMF
-83.0%
+298.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | +0.4% | +0.6% | -0.2% | +0.5% |
| 30D | +3.7% | +16.3% | -12.6% | +4.7% |
| 3M | +0.8% | -2.7% | +3.5% | +0.6% |
| 6M | +9.1% | -13.2% | +22.3% | +8.2% |
| YTD | +16.7% | -16.7% | +33.4% | +15.5% |
| 1Y | +19.7% | -22.7% | +42.4% | +17.8% |
| 3Y | +66.7% | -26.1% | +92.8% | +65.7% |
| 5Y | +48.7% | -88.4% | +137.1% | +14.5% |
| 10Y | +215.6% | -81.8% | +297.4% | +174.0% |
| All | +215.6% | -83.0% | +298.6% | +174.0% |
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