-70.1%
RNG vs TMF
-87.6%
+17.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.3% |
| 7D | -0.8% | +1.0% | -1.8% | -1.0% |
| 30D | +11.4% | -1.8% | +13.2% | +11.6% |
| 3M | +72.1% | -8.2% | +80.3% | +73.8% |
| 6M | +67.9% | -19.5% | +87.4% | +72.5% |
| YTD | +144.3% | -16.0% | +160.3% | +149.3% |
| 1Y | +117.5% | -22.5% | +140.0% | +124.1% |
| 3Y | +123.9% | -42.3% | +166.1% | +134.2% |
| 5Y | -70.1% | -87.7% | +17.6% | -71.7% |
| All | -70.1% | -87.6% | +17.5% | -71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling