-33.2%
RNG vs TW
+211.2%
-244.4%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -4.1% | -0.5% | -3.5% | -3.7% |
| 30D | +8.6% | -0.6% | +9.2% | +8.9% |
| 3M | +78.0% | +3.4% | +74.6% | +74.2% |
| 6M | +67.0% | -18.4% | +85.5% | +84.7% |
| YTD | +142.4% | -3.9% | +146.3% | +144.3% |
| 1Y | +120.4% | -13.3% | +133.8% | +134.2% |
| 3Y | +122.1% | +20.8% | +101.3% | +77.4% |
| 5Y | -69.8% | +20.3% | -90.1% | -76.5% |
| All | -33.2% | +211.2% | -244.4% | -64.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling