+41.0%
TDY vs RNG
-68.4%
+109.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -1.1% | -6.1% | +5.0% | -0.5% |
| 30D | -12.0% | +9.6% | -21.7% | -13.0% |
| 3M | -3.2% | +83.3% | -86.5% | -9.7% |
| 6M | -7.9% | +77.9% | -85.8% | -14.5% |
| YTD | +18.2% | +139.9% | -121.7% | +4.6% |
| 1Y | +6.7% | +121.7% | -115.0% | -4.9% |
| 3Y | +47.5% | +121.9% | -74.3% | +27.5% |
| All | +41.0% | -68.4% | +109.4% | +47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling