+343.4%
TD vs RNG
+309.1%
+34.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.4% | -0.6% |
| 7D | +0.9% | -0.8% | +1.7% | +0.9% |
| 30D | -0.7% | +11.4% | -12.0% | -1.5% |
| 3M | +6.3% | +72.1% | -65.8% | +1.7% |
| 6M | +27.9% | +67.9% | -40.0% | +22.0% |
| YTD | +29.8% | +144.3% | -114.5% | +19.4% |
| 1Y | +63.7% | +117.5% | -53.9% | +51.6% |
| 3Y | +128.3% | +123.9% | +4.5% | +107.5% |
| 5Y | +125.5% | -70.1% | +195.6% | +126.2% |
| 10Y | +296.7% | +215.9% | +80.8% | +211.2% |
| All | +343.4% | +309.1% | +34.3% | +240.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling