-25.1%
TGT vs RNG
-68.4%
+43.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.1% |
| 7D | -5.2% | -6.1% | +0.9% | -4.2% |
| 30D | +1.2% | +9.6% | -8.4% | -0.4% |
| 3M | +18.4% | +83.3% | -64.9% | +6.0% |
| 6M | +33.4% | +77.9% | -44.5% | +18.5% |
| YTD | +63.8% | +139.9% | -76.1% | +35.0% |
| 1Y | +77.2% | +121.7% | -44.5% | +47.8% |
| 3Y | +41.8% | +121.9% | -80.1% | +13.6% |
| All | -25.1% | -68.4% | +43.3% | -27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling