+305.4%
RNG vs TMF
-68.8%
+374.2%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.4% | -4.2% | -3.9% |
| 7D | +5.8% | -1.4% | +7.2% | +5.8% |
| 30D | +19.6% | -2.8% | +22.4% | +19.6% |
| 3M | +67.0% | -10.9% | +77.9% | +67.1% |
| 6M | +88.4% | -21.3% | +109.7% | +88.6% |
| YTD | +155.5% | -15.9% | +171.4% | +155.7% |
| 1Y | +141.7% | -15.7% | +157.4% | +141.9% |
| 3Y | +131.1% | -43.4% | +174.4% | +130.9% |
| 5Y | -70.6% | -87.8% | +17.2% | -73.7% |
| 10Y | +228.2% | -86.7% | +315.0% | +217.0% |
| All | +305.4% | -68.8% | +374.2% | +416.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling