-71.4%
RNG vs TAP
+0.6%
-72.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.9% | -1.7% |
| 7D | +4.6% | +1.3% | +3.3% | +4.1% |
| 30D | +0.4% | +5.7% | -5.3% | -2.2% |
| 3M | +11.4% | -1.9% | +13.3% | +11.4% |
| 6M | +95.7% | +0.9% | +94.7% | +93.6% |
| YTD | +162.9% | -9.5% | +172.4% | +170.0% |
| 1Y | +180.3% | -9.0% | +189.2% | +186.8% |
| 3Y | +188.3% | -22.2% | +210.6% | +208.9% |
| All | -71.4% | +0.6% | -72.0% | -70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling