+383.3%
TPR vs RNG
+247.5%
+135.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.1% | -0.5% |
| 7D | +12.1% | -6.0% | +18.1% | +13.1% |
| 30D | +16.7% | -7.4% | +24.0% | +17.7% |
| 3M | -17.4% | +14.6% | -32.0% | -20.0% |
| 6M | +2.3% | +61.5% | -59.2% | -8.0% |
| YTD | +7.1% | +155.7% | -148.5% | -13.6% |
| 1Y | +29.5% | +172.5% | -143.0% | +3.1% |
| 3Y | +415.0% | +168.0% | +247.0% | +297.4% |
| 5Y | +261.5% | -73.8% | +335.3% | +280.0% |
| 10Y | +383.3% | +240.3% | +143.0% | +201.1% |
| All | +383.3% | +247.5% | +135.8% | +201.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling