-49.3%
TE vs RNG
-68.4%
+19.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.8% | +0.7% |
| 7D | +0.2% | -6.1% | +6.3% | +2.1% |
| 30D | -5.9% | +9.6% | -15.5% | -9.1% |
| 3M | -45.6% | +83.3% | -128.9% | -57.8% |
| 6M | -43.4% | +77.9% | -121.3% | -56.7% |
| YTD | -31.0% | +139.9% | -170.9% | -55.9% |
| 1Y | +145.2% | +121.7% | +23.6% | +61.9% |
| 3Y | -24.1% | +121.9% | -145.9% | -51.0% |
| All | -49.3% | -68.4% | +19.0% | -41.9% |
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