+208.0%
RSP vs TMF
-86.8%
+294.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.5% |
| 7D | -0.8% | -1.4% | +0.7% | -0.9% |
| 30D | -0.3% | -2.8% | +2.5% | -0.5% |
| 3M | +4.3% | -10.9% | +15.2% | +3.6% |
| 6M | +8.8% | -21.3% | +30.1% | +7.2% |
| YTD | +15.3% | -15.9% | +31.1% | +14.1% |
| 1Y | +18.3% | -15.7% | +34.0% | +17.2% |
| 3Y | +52.8% | -43.4% | +96.2% | +47.9% |
| 5Y | +51.7% | -87.8% | +139.5% | +19.3% |
| All | +208.0% | -86.8% | +294.7% | +175.6% |
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