+205.8%
RSP vs TNA
+86.1%
+119.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.5% |
| 7D | -1.9% | -7.3% | +5.4% | -0.1% |
| 30D | -2.8% | -14.2% | +11.4% | +0.7% |
| 3M | +2.8% | -4.6% | +7.4% | +3.5% |
| 6M | +10.2% | +36.9% | -26.7% | +0.3% |
| YTD | +13.1% | +42.5% | -29.5% | +1.3% |
| 1Y | +14.8% | +45.8% | -31.0% | +1.1% |
| 3Y | +52.6% | +104.7% | -52.0% | +12.2% |
| 5Y | +51.6% | -21.7% | +73.3% | +28.8% |
| All | +205.8% | +86.1% | +119.8% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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