+126.9%
TD vs RNG
-68.4%
+195.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.7% |
| 3M | +4.8% | +83.3% | -78.6% | -0.7% |
| 6M | +28.0% | +77.9% | -50.0% | +20.9% |
| YTD | +30.3% | +139.9% | -109.6% | +18.7% |
| 1Y | +59.8% | +121.7% | -61.9% | +46.4% |
| 3Y | +124.7% | +121.9% | +2.8% | +101.4% |
| All | +126.9% | -68.4% | +195.2% | +121.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling