+188.3%
RNG vs TAP
-22.2%
+210.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.9% | -1.8% |
| 7D | +4.6% | +1.3% | +3.3% | +4.1% |
| 30D | +0.4% | +5.7% | -5.3% | -2.3% |
| 3M | +11.4% | -1.9% | +13.3% | +11.5% |
| 6M | +95.7% | +0.9% | +94.7% | +93.6% |
| YTD | +162.9% | -9.5% | +172.4% | +171.5% |
| 1Y | +180.3% | -9.0% | +189.2% | +188.3% |
| 3Y | +188.3% | -22.2% | +210.6% | +231.2% |
| All | +188.3% | -22.2% | +210.5% | +231.2% |
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