+239.1%
TPR vs RNG
-70.8%
+309.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.4% | +0.6% | -3.0% |
| 7D | -3.4% | -0.8% | -2.5% | -3.3% |
| 30D | -27.3% | +11.4% | -38.7% | -29.0% |
| 3M | -16.2% | +72.1% | -88.3% | -25.3% |
| 6M | -17.9% | +67.9% | -85.8% | -27.5% |
| YTD | -7.1% | +144.3% | -151.5% | -25.6% |
| 1Y | +13.6% | +117.5% | -103.9% | -7.1% |
| 3Y | +293.7% | +123.9% | +169.9% | +206.4% |
| 5Y | +239.1% | -70.1% | +309.2% | +238.1% |
| All | +239.1% | -70.8% | +309.9% | +238.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling