+47.5%
TDY vs RNG
+119.8%
-72.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -1.1% | -6.1% | +5.0% | -0.8% |
| 30D | -12.0% | +9.6% | -21.7% | -12.6% |
| 3M | -3.2% | +83.3% | -86.5% | -7.3% |
| 6M | -7.9% | +77.9% | -85.8% | -12.2% |
| YTD | +18.2% | +139.9% | -121.7% | +8.6% |
| 1Y | +6.7% | +121.7% | -115.0% | -1.3% |
| 3Y | +47.5% | +121.9% | -74.3% | +31.5% |
| All | +47.5% | +119.8% | -72.2% | +31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling