+356.2%
TPR vs RNG
+234.5%
+121.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -0.3% | +4.6% | -4.9% | -1.0% |
| 30D | +15.1% | +0.4% | +14.7% | +14.6% |
| 3M | +3.5% | +11.4% | -7.9% | +1.0% |
| 6M | +0.4% | +95.7% | -95.2% | -12.6% |
| YTD | +4.6% | +162.9% | -158.3% | -16.0% |
| 1Y | +33.1% | +180.3% | -147.2% | +5.5% |
| 3Y | +396.0% | +188.3% | +207.6% | +277.9% |
| 5Y | +230.3% | -72.5% | +302.8% | +244.8% |
| All | +356.2% | +234.5% | +121.8% | +186.1% |
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