+185.3%
RNG vs TMF
-23.9%
+209.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.6% |
| 7D | -9.6% | +4.0% | -13.5% | -10.1% |
| 30D | -1.4% | +19.5% | -20.8% | -4.6% |
| 3M | +28.8% | -3.5% | +32.3% | +29.1% |
| 6M | +65.6% | -10.6% | +76.2% | +66.6% |
| YTD | +171.4% | -17.1% | +188.5% | +174.3% |
| 1Y | +185.3% | -24.3% | +209.6% | +187.6% |
| All | +185.3% | -23.9% | +209.2% | +187.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling