+293.7%
TPR vs RNG
+120.7%
+173.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.4% | +0.6% | -3.2% |
| 7D | -3.4% | -0.8% | -2.5% | -3.3% |
| 30D | -27.3% | +11.4% | -38.7% | -28.6% |
| 3M | -16.2% | +72.1% | -88.3% | -23.3% |
| 6M | -17.9% | +67.9% | -85.8% | -25.5% |
| YTD | -7.1% | +144.3% | -151.5% | -23.0% |
| 1Y | +13.6% | +117.5% | -103.9% | -3.8% |
| 3Y | +293.7% | +123.9% | +169.9% | +213.1% |
| All | +293.7% | +120.7% | +173.1% | +213.1% |
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 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