+306.7%
TPR vs RNG
+215.2%
+91.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.2% |
| 7D | -7.3% | -4.1% | -3.3% | -6.7% |
| 30D | -30.7% | +8.6% | -39.4% | -32.0% |
| 3M | -21.6% | +78.0% | -99.6% | -29.9% |
| 6M | -21.3% | +67.0% | -88.4% | -29.9% |
| YTD | -10.2% | +142.4% | -152.6% | -26.5% |
| 1Y | +9.5% | +120.4% | -110.9% | -9.2% |
| 3Y | +280.8% | +122.1% | +158.7% | +204.7% |
| 5Y | +218.7% | -69.8% | +288.6% | +228.9% |
| 10Y | +306.7% | +223.4% | +83.3% | +150.3% |
| All | +306.7% | +215.2% | +91.4% | +150.3% |
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