-5.6%
TLT vs RNG
+179.4%
-185.0%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +1.0% | -9.6% | +10.5% | +1.0% |
| 30D | +6.0% | -1.4% | +7.4% | +6.0% |
| 3M | -0.9% | +28.8% | -29.7% | -1.1% |
| 6M | -2.3% | +65.6% | -67.9% | -2.6% |
| YTD | -3.3% | +171.4% | -174.7% | -4.0% |
| 1Y | -5.6% | +185.3% | -190.9% | -6.1% |
| All | -5.6% | +179.4% | -185.0% | -6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling