-35.1%
TLT vs RNG
-70.1%
+35.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -1.6% | -9.6% | +8.0% | -1.3% |
| 30D | -1.3% | +8.8% | -10.1% | -1.6% |
| 3M | -3.7% | +78.6% | -82.3% | -5.2% |
| 6M | -6.4% | +70.3% | -76.6% | -7.8% |
| YTD | -4.5% | +140.3% | -144.8% | -7.0% |
| 1Y | -5.9% | +126.6% | -132.5% | -8.3% |
| 3Y | -2.8% | +120.2% | -123.0% | -5.9% |
| 5Y | -35.1% | -68.3% | +33.2% | -39.6% |
| All | -35.1% | -70.1% | +35.0% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling