-5.8%
TDG vs RNG
+179.4%
-185.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.7% |
| 7D | +7.1% | -9.6% | +16.6% | +7.3% |
| 30D | +11.4% | -1.4% | +12.8% | +11.3% |
| 3M | -4.6% | +28.8% | -33.3% | -5.4% |
| 6M | +5.8% | +65.6% | -59.7% | +4.3% |
| YTD | -8.5% | +171.4% | -179.9% | -12.3% |
| 1Y | -5.8% | +185.3% | -191.1% | -10.2% |
| All | -5.8% | +179.4% | -185.2% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling