+29.2%
TPR vs RNG
+177.2%
-148.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.5% |
| 7D | -1.1% | +2.3% | -3.4% | -1.2% |
| 30D | +15.1% | -3.4% | +18.5% | +15.0% |
| 3M | -13.4% | +20.9% | -34.3% | -13.8% |
| 6M | +1.4% | +82.2% | -80.9% | -1.3% |
| YTD | +4.8% | +164.6% | -159.9% | -1.7% |
| 1Y | +29.2% | +177.0% | -147.8% | +19.3% |
| All | +29.2% | +177.2% | -148.0% | +19.3% |
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 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