+95.7%
RNG vs TAP
+1.1%
+94.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.9% | -1.5% |
| 7D | +4.6% | +1.3% | +3.3% | +4.3% |
| 30D | +0.4% | +5.7% | -5.3% | -2.5% |
| 3M | +11.4% | -1.9% | +13.3% | +12.8% |
| 6M | +95.7% | +0.9% | +94.7% | +92.4% |
| All | +95.7% | +1.1% | +94.6% | +92.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling