-25.8%
TE vs RNG
+179.4%
-205.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.6% |
| 7D | +3.8% | -9.6% | +13.4% | +2.5% |
| 30D | -26.2% | -1.4% | -24.8% | -26.3% |
| 3M | -49.7% | +28.8% | -78.5% | -47.8% |
| 6M | -46.5% | +65.6% | -112.1% | -40.5% |
| YTD | -59.1% | +171.4% | -230.5% | -52.9% |
| 1Y | -25.8% | +185.3% | -211.1% | -20.8% |
| All | -25.8% | +179.4% | -205.2% | -20.8% |
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 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