+124.2%
RNG vs TAP
-33.0%
+157.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.4% |
| 7D | -4.1% | -5.1% | +1.0% | -1.8% |
| 30D | +8.6% | -8.4% | +17.1% | +12.7% |
| 3M | +78.0% | -3.9% | +81.9% | +81.2% |
| 6M | +67.0% | -14.4% | +81.4% | +77.5% |
| YTD | +142.4% | -14.7% | +157.2% | +158.7% |
| 1Y | +120.4% | -18.7% | +139.1% | +139.6% |
| All | +124.2% | -33.0% | +157.2% | +162.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 3y: compounded portfolio wealth divided by compounded TAP 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…
3y analysis · Full analysis span regression · 6 months rolling