+10.6%
TMO vs RNG
-68.4%
+79.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -0.6% | -6.1% | +5.4% | +0.1% |
| 30D | +1.1% | +9.6% | -8.5% | -0.1% |
| 3M | +28.3% | +83.3% | -55.0% | +17.8% |
| 6M | +23.3% | +77.9% | -54.7% | +12.8% |
| YTD | +5.5% | +139.9% | -134.5% | -8.6% |
| 1Y | +24.5% | +121.7% | -97.1% | +8.8% |
| 3Y | +19.6% | +121.9% | -102.3% | +1.1% |
| All | +10.6% | -68.4% | +79.0% | +10.5% |
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