+126.6%
RNG vs TMF
-25.6%
+152.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.6% | -0.6% |
| 7D | -9.6% | -4.8% | -4.8% | -9.2% |
| 30D | +8.8% | -4.9% | +13.7% | +9.2% |
| 3M | +78.6% | -13.4% | +92.0% | +79.3% |
| 6M | +70.3% | -23.0% | +93.3% | +71.5% |
| YTD | +140.3% | -20.2% | +160.5% | +141.8% |
| 1Y | +126.6% | -26.5% | +153.1% | +131.7% |
| All | +126.6% | -25.6% | +152.2% | +131.7% |
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