+603.3%
TDY vs RNG
+302.4%
+301.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | -1.9% | -9.6% | +7.7% | -0.6% |
| 30D | -12.5% | +8.8% | -21.3% | -13.6% |
| 3M | -0.8% | +78.6% | -79.4% | -9.0% |
| 6M | -9.0% | +70.3% | -79.3% | -16.7% |
| YTD | +16.8% | +140.3% | -123.5% | +0.3% |
| 1Y | +9.5% | +126.6% | -117.2% | -5.4% |
| 3Y | +45.4% | +120.2% | -74.8% | +22.0% |
| 5Y | +37.8% | -68.3% | +106.1% | +45.9% |
| 10Y | +470.2% | +220.6% | +249.6% | +264.9% |
| All | +603.3% | +302.4% | +301.0% | +332.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling