+233.7%
RNG vs TMF
-82.1%
+315.8%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.6% |
| 7D | +4.6% | -9.3% | +13.9% | +5.2% |
| 30D | +0.4% | +1.9% | -1.5% | +0.2% |
| 3M | +11.4% | -11.2% | +22.6% | +12.1% |
| 6M | +95.7% | -17.7% | +113.4% | +97.5% |
| YTD | +162.9% | -24.5% | +187.3% | +166.4% |
| 1Y | +180.3% | -29.4% | +209.7% | +185.0% |
| 3Y | +188.3% | -33.4% | +221.8% | +191.9% |
| 5Y | -72.5% | -88.7% | +16.2% | -73.3% |
| All | +233.7% | -82.1% | +315.8% | +270.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling