-1.1%
TRU vs RNG
+119.8%
-120.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.1% | +1.0% |
| 7D | -2.7% | -6.1% | +3.4% | -0.9% |
| 30D | -2.0% | +9.6% | -11.6% | -4.7% |
| 3M | +18.4% | +83.3% | -64.9% | -1.8% |
| 6M | +8.9% | +77.9% | -69.1% | -10.4% |
| YTD | -8.9% | +139.9% | -148.9% | -33.3% |
| 1Y | -15.9% | +121.7% | -137.5% | -37.0% |
| 3Y | -1.1% | +121.9% | -123.0% | -27.7% |
| All | -1.1% | +119.8% | -120.8% | -27.7% |
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