+38.5%
TNA vs RNG
+179.4%
-140.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.4% |
| 7D | +2.4% | -9.6% | +12.0% | +3.4% |
| 30D | -0.9% | -1.4% | +0.5% | -0.8% |
| 3M | -19.2% | +28.8% | -48.0% | -20.7% |
| 6M | -0.8% | +65.6% | -66.4% | -4.0% |
| YTD | +33.2% | +171.4% | -138.2% | +18.4% |
| 1Y | +38.5% | +185.3% | -146.8% | +12.1% |
| All | +38.5% | +179.4% | -140.9% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling