+127.8%
TNA vs RNG
+305.9%
-178.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.4% | -3.7% |
| 7D | -3.6% | -4.1% | +0.4% | -1.7% |
| 30D | -10.1% | +8.6% | -18.7% | -14.5% |
| 3M | +2.7% | +78.0% | -75.3% | -28.1% |
| 6M | +38.4% | +67.0% | -28.6% | -3.9% |
| YTD | +45.4% | +142.4% | -97.0% | -23.8% |
| 1Y | +55.9% | +120.4% | -64.5% | -14.0% |
| 3Y | +109.8% | +122.1% | -12.3% | +12.5% |
| 5Y | -22.5% | -69.8% | +47.3% | +10.0% |
| 10Y | +87.5% | +223.4% | -135.8% | -41.7% |
| All | +127.8% | +305.9% | -178.1% | -36.7% |
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