+104.7%
TNA vs RNG
+119.8%
-15.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.1% |
| 7D | -7.3% | -6.1% | -1.2% | -4.9% |
| 30D | -14.2% | +9.6% | -23.8% | -17.8% |
| 3M | -4.6% | +83.3% | -87.9% | -29.0% |
| 6M | +36.9% | +77.9% | -41.0% | -0.9% |
| YTD | +42.5% | +139.9% | -97.4% | -19.3% |
| 1Y | +45.8% | +121.7% | -75.9% | -13.3% |
| 3Y | +104.7% | +121.9% | -17.2% | +12.7% |
| All | +104.7% | +119.8% | -15.1% | +12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling