+1.1%
TEL vs RNG
+144.7%
-143.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | -0.2% |
| 7D | +3.0% | +5.8% | -2.8% | +2.7% |
| 30D | -3.9% | +19.6% | -23.5% | -4.8% |
| 3M | -5.1% | +67.0% | -72.1% | -7.4% |
| 6M | +0.6% | +88.4% | -87.8% | -2.8% |
| YTD | -7.3% | +155.5% | -162.8% | -12.7% |
| 1Y | +1.1% | +141.7% | -140.5% | -5.7% |
| All | +1.1% | +144.7% | -143.6% | -5.7% |
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