-48.5%
TE vs RNG
-61.9%
+13.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -4.4% | +14.4% | +11.1% |
| 7D | +18.2% | -0.8% | +19.0% | +18.3% |
| 30D | -13.5% | +11.4% | -24.9% | -16.3% |
| 3M | -44.6% | +72.1% | -116.7% | -53.9% |
| 6M | -24.7% | +67.9% | -92.6% | -38.1% |
| YTD | -24.3% | +144.3% | -168.6% | -46.7% |
| 1Y | +155.6% | +117.5% | +38.0% | +86.6% |
| 3Y | -18.3% | +123.9% | -142.1% | -41.5% |
| 5Y | -41.3% | -70.1% | +28.8% | -46.0% |
| All | -48.5% | -61.9% | +13.4% | -51.9% |
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 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