+95.3%
TFC vs RNG
+223.4%
-128.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +0.5% |
| 7D | -2.5% | -9.6% | +7.1% | -1.1% |
| 30D | -2.8% | +8.8% | -11.6% | -4.1% |
| 3M | +2.1% | +78.6% | -76.5% | -6.7% |
| 6M | +10.1% | +70.3% | -60.2% | +0.3% |
| YTD | +5.4% | +140.3% | -134.9% | -10.0% |
| 1Y | +16.3% | +126.6% | -110.3% | -0.1% |
| 3Y | +95.9% | +120.2% | -24.3% | +64.5% |
| 5Y | +16.0% | -68.3% | +84.3% | +12.3% |
| All | +95.3% | +223.4% | -128.1% | +29.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling