+213.4%
RSP vs TMF
-84.4%
+297.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -1.0% | +1.2% | -2.2% | -1.0% |
| 30D | +2.6% | +19.7% | -17.2% | +3.7% |
| 3M | -0.8% | -2.1% | +1.3% | -0.9% |
| 6M | +6.3% | -13.4% | +19.7% | +5.3% |
| YTD | +14.1% | -16.7% | +30.9% | +12.9% |
| 1Y | +18.0% | -23.3% | +41.4% | +16.1% |
| 3Y | +61.0% | -24.8% | +85.8% | +60.3% |
| 5Y | +45.6% | -88.0% | +133.6% | +13.1% |
| All | +213.4% | -84.4% | +297.8% | +168.5% |
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