+3.3%
TLT vs RNG
+180.9%
-177.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.5% | -1.5% |
| 7D | -2.7% | +2.3% | -5.0% | -2.7% |
| 30D | +2.2% | -3.4% | +5.5% | +2.2% |
| 3M | -1.7% | +20.9% | -22.6% | -2.0% |
| 6M | -4.0% | +82.2% | -86.2% | -4.7% |
| YTD | -4.9% | +164.6% | -169.6% | -6.4% |
| 1Y | -7.4% | +177.0% | -184.4% | -8.9% |
| All | +3.3% | +180.9% | -177.6% | +2.9% |
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