+576.1%
TMO vs RNG
+302.4%
+273.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.3% |
| 7D | -2.5% | -9.6% | +7.1% | -1.0% |
| 30D | -0.3% | +8.8% | -9.1% | -1.7% |
| 3M | +25.3% | +78.6% | -53.4% | +13.4% |
| 6M | +20.9% | +70.3% | -49.4% | +9.4% |
| YTD | +4.3% | +140.3% | -136.0% | -12.1% |
| 1Y | +27.0% | +126.6% | -99.6% | +7.7% |
| 3Y | +17.5% | +120.2% | -102.7% | -3.4% |
| 5Y | +6.9% | -68.3% | +75.2% | +13.4% |
| 10Y | +332.0% | +220.6% | +111.4% | +188.3% |
| All | +576.1% | +302.4% | +273.7% | +333.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling