-35.1%
TLT vs RNG
-71.6%
+36.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.5% | -1.5% |
| 7D | -2.7% | +2.3% | -5.0% | -2.8% |
| 30D | +2.2% | -3.4% | +5.5% | +2.2% |
| 3M | -1.7% | +20.9% | -22.6% | -2.3% |
| 6M | -4.0% | +82.2% | -86.2% | -5.8% |
| YTD | -4.9% | +164.6% | -169.6% | -8.1% |
| 1Y | -7.4% | +177.0% | -184.4% | -10.6% |
| 3Y | +3.0% | +177.4% | -174.4% | -1.4% |
| 5Y | -35.1% | -72.3% | +37.2% | -39.6% |
| All | -35.1% | -71.6% | +36.5% | -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