-8.6%
TEL vs RNG
+179.4%
-188.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -0.5% | -9.6% | +9.1% | 0.0% |
| 30D | +0.6% | -1.4% | +2.0% | +0.6% |
| 3M | +2.0% | +28.8% | -26.8% | +0.8% |
| 6M | +8.1% | +65.6% | -57.5% | +5.6% |
| YTD | -2.2% | +171.4% | -173.5% | -7.5% |
| 1Y | -8.6% | +185.3% | -193.9% | -18.6% |
| All | -8.6% | +179.4% | -188.0% | -18.6% |
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