+69.0%
TPG vs RNG
-63.2%
+132.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -9.4% | -6.1% | -3.3% | -7.9% |
| 30D | -5.3% | +9.6% | -14.9% | -7.4% |
| 3M | +12.9% | +83.3% | -70.4% | -4.6% |
| 6M | +20.1% | +77.9% | -57.9% | +0.8% |
| YTD | -22.5% | +139.9% | -162.4% | -41.5% |
| 1Y | -19.7% | +121.7% | -141.3% | -38.2% |
| 3Y | +81.2% | +121.9% | -40.7% | +31.5% |
| All | +69.0% | -63.2% | +132.3% | +73.8% |
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