+223.4%
RNG vs TMF
-86.2%
+309.6%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.7% |
| 7D | -4.1% | -0.9% | -3.2% | -4.0% |
| 30D | +8.6% | -1.0% | +9.6% | +8.7% |
| 3M | +78.0% | -11.3% | +89.2% | +79.0% |
| 6M | +67.0% | -22.7% | +89.8% | +69.2% |
| YTD | +142.4% | -17.3% | +159.8% | +144.6% |
| 1Y | +120.4% | -22.5% | +142.9% | +123.0% |
| 3Y | +122.1% | -43.2% | +165.3% | +126.0% |
| 5Y | -69.8% | -88.3% | +18.5% | -70.9% |
| 10Y | +223.4% | -86.0% | +309.4% | +259.6% |
| All | +223.4% | -86.2% | +309.6% | +259.6% |
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 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