+72.6%
TEL vs RNG
+119.8%
-47.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.6% |
| 7D | +1.6% | -6.1% | +7.7% | +2.3% |
| 30D | -0.7% | +9.6% | -10.3% | -1.8% |
| 3M | +2.4% | +83.3% | -80.9% | -5.1% |
| 6M | +4.1% | +77.9% | -73.8% | -4.3% |
| YTD | -5.8% | +139.9% | -145.7% | -18.5% |
| 1Y | +0.9% | +121.7% | -120.8% | -11.8% |
| 3Y | +72.6% | +121.9% | -49.3% | +46.7% |
| All | +72.6% | +119.8% | -47.2% | +46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling