+264.0%
TGT vs RNG
+305.9%
-41.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.1% |
| 7D | -3.6% | -4.1% | +0.5% | -3.1% |
| 30D | +4.4% | +8.6% | -4.2% | +3.1% |
| 3M | +25.4% | +78.0% | -52.6% | +14.9% |
| 6M | +33.4% | +67.0% | -33.7% | +22.1% |
| YTD | +65.6% | +142.4% | -76.8% | +41.7% |
| 1Y | +80.3% | +120.4% | -40.2% | +56.0% |
| 3Y | +42.1% | +122.1% | -80.0% | +19.6% |
| 5Y | -25.0% | -69.8% | +44.8% | -24.9% |
| 10Y | +208.2% | +223.4% | -15.2% | +147.8% |
| All | +264.0% | +305.9% | -41.9% | +185.2% |
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 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