+134.1%
RNG vs TMF
-42.3%
+176.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.4% | -4.2% | -3.9% |
| 7D | +5.8% | -1.4% | +7.2% | +5.9% |
| 30D | +19.6% | -2.8% | +22.4% | +19.9% |
| 3M | +67.0% | -10.9% | +77.9% | +68.5% |
| 6M | +88.4% | -21.3% | +109.7% | +91.9% |
| YTD | +155.5% | -15.9% | +171.4% | +158.6% |
| 1Y | +141.7% | -15.7% | +157.4% | +144.3% |
| All | +134.1% | -42.3% | +176.4% | +147.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling