+537.0%
TDG vs RNG
+222.9%
+314.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -1.9% | -6.1% | +4.2% | -1.0% |
| 30D | -7.7% | +9.6% | -17.3% | -9.1% |
| 3M | -9.3% | +83.3% | -92.7% | -17.8% |
| 6M | -9.4% | +77.9% | -87.3% | -18.4% |
| YTD | -14.3% | +139.9% | -154.2% | -27.4% |
| 1Y | -11.8% | +121.7% | -133.5% | -24.7% |
| 3Y | +52.0% | +121.9% | -69.9% | +24.3% |
| 5Y | +128.8% | -68.4% | +197.2% | +147.0% |
| All | +537.0% | +222.9% | +314.1% | +345.6% |
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