+1,149.9%
RSP vs TNA
+836.4%
+313.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.1% |
| 7D | -0.3% | -2.1% | +1.8% | -0.1% |
| 30D | +4.4% | +3.1% | +1.3% | +3.1% |
| 3M | +1.3% | -20.2% | +21.4% | +6.5% |
| 6M | +10.0% | -10.0% | +20.0% | +11.1% |
| YTD | +17.6% | +30.3% | -12.7% | +6.4% |
| 1Y | +19.2% | +31.1% | -11.9% | +7.1% |
| 3Y | +66.0% | +149.4% | -83.3% | +13.7% |
| 5Y | +50.4% | -42.5% | +92.9% | +37.0% |
| 10Y | +215.7% | +46.7% | +169.0% | +69.8% |
| All | +1,149.9% | +836.4% | +313.5% | +134.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling