-68.6%
RNG vs TW
+19.5%
-88.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.4% |
| 7D | -6.1% | -4.5% | -1.6% | -3.6% |
| 30D | +9.6% | -2.3% | +11.9% | +10.9% |
| 3M | +83.3% | +2.6% | +80.7% | +80.0% |
| 6M | +77.9% | -17.5% | +95.5% | +96.7% |
| YTD | +139.9% | -5.3% | +145.2% | +143.9% |
| 1Y | +121.7% | -14.8% | +136.4% | +139.1% |
| 3Y | +121.9% | +18.8% | +103.0% | +58.7% |
| All | -68.6% | +19.5% | -88.1% | -79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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