+303.8%
TD vs RNG
+222.9%
+80.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -0.5% | -6.1% | +5.5% | -0.1% |
| 30D | -1.9% | +9.6% | -11.5% | -2.6% |
| 3M | +4.8% | +83.3% | -78.6% | -0.1% |
| 6M | +28.0% | +77.9% | -50.0% | +21.6% |
| YTD | +30.3% | +139.9% | -109.6% | +20.2% |
| 1Y | +59.8% | +121.7% | -61.9% | +48.1% |
| 3Y | +124.7% | +121.9% | +2.8% | +104.6% |
| 5Y | +127.0% | -68.4% | +195.3% | +124.6% |
| All | +303.8% | +222.9% | +80.9% | +217.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling