+315.5%
RNG vs TMF
-70.2%
+385.8%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.4% | +2.4% |
| 7D | -3.5% | -3.4% | -0.1% | -3.5% |
| 30D | -3.8% | +11.5% | -15.3% | -3.9% |
| 3M | +18.6% | -4.5% | +23.1% | +18.6% |
| 6M | +69.2% | -15.0% | +84.2% | +69.3% |
| YTD | +161.9% | -19.9% | +181.7% | +162.1% |
| 1Y | +176.2% | -26.6% | +202.8% | +176.6% |
| 3Y | +174.5% | -29.8% | +204.3% | +175.1% |
| 5Y | -71.9% | -88.2% | +16.3% | -75.0% |
| 10Y | +235.4% | -81.4% | +316.8% | +247.3% |
| All | +315.5% | -70.2% | +385.8% | +429.4% |
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