+23.6%
TDY vs RNG
+179.4%
-155.8%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.2% | -4.5% | -4.8% |
| 7D | -5.0% | -9.6% | +4.5% | -5.1% |
| 30D | +2.0% | -1.4% | +3.4% | +2.0% |
| 3M | -7.7% | +28.8% | -36.5% | -7.3% |
| 6M | -0.9% | +65.6% | -66.5% | 0.0% |
| YTD | +23.7% | +171.4% | -147.6% | +24.8% |
| 1Y | +23.6% | +185.3% | -161.7% | +22.5% |
| All | +23.6% | +179.4% | -155.8% | +22.5% |
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