+257.6%
TPR vs RNG
+338.4%
-80.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -2.1% |
| 7D | +6.4% | -3.5% | +9.9% | +6.9% |
| 30D | +13.8% | -3.8% | +17.5% | +14.1% |
| 3M | -16.6% | +18.6% | -35.2% | -19.6% |
| 6M | +0.7% | +69.2% | -68.5% | -9.8% |
| YTD | +5.3% | +161.9% | -156.5% | -14.4% |
| 1Y | +32.4% | +176.2% | -143.9% | +6.4% |
| 3Y | +406.4% | +174.5% | +231.9% | +295.1% |
| 5Y | +227.9% | -71.9% | +299.8% | +240.4% |
| 10Y | +371.7% | +235.4% | +136.3% | +215.2% |
| All | +257.6% | +338.4% | -80.8% | +128.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling