+93.0%
TFC vs RNG
+122.1%
-29.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -1.3% | -4.1% | +2.8% | -0.7% |
| 30D | -2.3% | +8.6% | -11.0% | -3.7% |
| 3M | +2.5% | +78.0% | -75.5% | -6.9% |
| 6M | +9.5% | +67.0% | -57.6% | -0.7% |
| YTD | +5.1% | +142.4% | -137.4% | -12.9% |
| 1Y | +15.5% | +120.4% | -105.0% | -2.5% |
| All | +93.0% | +122.1% | -29.0% | +51.1% |
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