+191.1%
TRI vs RNG
+222.9%
-31.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | -7.9% | -6.1% | -1.8% | -7.2% |
| 30D | -4.5% | +9.6% | -14.1% | -5.4% |
| 3M | +22.1% | +83.3% | -61.2% | +14.2% |
| 6M | -2.8% | +77.9% | -80.7% | -8.8% |
| YTD | -23.4% | +139.9% | -163.3% | -30.5% |
| 1Y | -41.5% | +121.7% | -163.2% | -46.6% |
| 3Y | -19.2% | +121.9% | -141.1% | -27.9% |
| 5Y | -9.4% | -68.4% | +59.0% | -5.4% |
| All | +191.1% | +222.9% | -31.8% | +140.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling