-12.6%
TLT vs RNG
+234.5%
-247.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.4% |
| 7D | -3.1% | +4.6% | -7.7% | -3.1% |
| 30D | +1.0% | +0.4% | +0.6% | +1.0% |
| 3M | -2.7% | +11.4% | -14.1% | -2.9% |
| 6M | -4.1% | +95.7% | -99.8% | -4.9% |
| YTD | -5.4% | +162.9% | -168.2% | -6.5% |
| 1Y | -7.0% | +180.3% | -187.3% | -8.2% |
| 3Y | +2.8% | +188.3% | -185.5% | +1.3% |
| 5Y | -35.4% | -72.5% | +37.2% | -38.1% |
| All | -12.6% | +234.5% | -247.1% | -7.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling