-0.4%
TLT vs RNG
+123.8%
-124.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.3% | +0.1% |
| 7D | +0.4% | -0.8% | +1.2% | +0.4% |
| 30D | -0.3% | +11.4% | -11.7% | -0.5% |
| 3M | -1.7% | +72.1% | -73.8% | -2.6% |
| 6M | -4.9% | +67.9% | -72.8% | -5.8% |
| YTD | -2.8% | +144.3% | -147.1% | -4.5% |
| 1Y | -4.2% | +117.5% | -121.7% | -5.6% |
| All | -0.4% | +123.8% | -124.2% | -2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling