+142.8%
TFC vs RNG
+340.1%
-197.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | +2.3% | +4.6% | -2.3% | +1.6% |
| 30D | +10.8% | +0.4% | +10.4% | +10.5% |
| 3M | -3.8% | +11.4% | -15.2% | -5.6% |
| 6M | +9.6% | +95.7% | -86.1% | -1.9% |
| YTD | +5.8% | +162.9% | -157.1% | -11.0% |
| 1Y | +16.2% | +180.3% | -164.1% | -3.3% |
| 3Y | +96.0% | +188.3% | -92.4% | +58.6% |
| 5Y | +1.7% | -72.5% | +74.2% | +2.0% |
| 10Y | +79.9% | +236.7% | -156.8% | +19.2% |
| All | +142.8% | +340.1% | -197.3% | +54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling