+16.9%
TPR vs RNG
+144.7%
-127.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | -0.3% |
| 7D | -2.7% | +5.8% | -8.4% | -2.8% |
| 30D | -23.3% | +19.6% | -42.9% | -23.7% |
| 3M | -12.8% | +67.0% | -79.8% | -14.9% |
| 6M | -21.7% | +88.4% | -110.1% | -24.5% |
| YTD | -3.9% | +155.5% | -159.4% | -10.3% |
| 1Y | +16.9% | +141.7% | -124.8% | +7.6% |
| All | +16.9% | +144.7% | -127.8% | +7.6% |
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