-68.6%
RNG vs TMF
-88.4%
+19.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -6.2% | +0.6% | -6.8% | -6.3% |
| 30D | -8.0% | +16.3% | -24.3% | -10.1% |
| 3M | +15.7% | -2.7% | +18.4% | +15.9% |
| 6M | +60.3% | -13.2% | +73.5% | +63.1% |
| YTD | +153.8% | -16.7% | +170.5% | +159.2% |
| 1Y | +172.2% | -22.7% | +194.9% | +180.8% |
| 3Y | +174.8% | -26.1% | +200.9% | +176.7% |
| 5Y | -68.6% | -88.4% | +19.8% | -71.9% |
| All | -68.6% | -88.4% | +19.8% | -71.9% |
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 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