+416.5%
TPR vs RNG
+154.7%
+261.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.7% |
| 7D | +14.2% | -11.3% | +25.5% | +15.7% |
| 30D | +17.1% | -5.7% | +22.8% | +17.5% |
| 3M | -17.7% | +16.8% | -34.5% | -19.9% |
| 6M | -10.2% | +58.5% | -68.6% | -17.0% |
| YTD | +4.9% | +151.3% | -146.4% | -12.9% |
| 1Y | +36.1% | +169.0% | -132.9% | +11.1% |
| 3Y | +416.5% | +156.9% | +259.5% | +303.2% |
| All | +416.5% | +154.7% | +261.8% | +303.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling