+215.6%
TRU vs RNG
+258.9%
-43.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.1% |
| 7D | -9.4% | -9.6% | +0.2% | -7.1% |
| 30D | -4.1% | +8.8% | -12.9% | -6.1% |
| 3M | +13.6% | +78.6% | -65.0% | -2.3% |
| 6M | +3.6% | +70.3% | -66.7% | -10.8% |
| YTD | -9.8% | +140.3% | -150.2% | -29.9% |
| 1Y | -13.6% | +126.6% | -140.3% | -32.1% |
| 3Y | -2.0% | +120.2% | -122.2% | -24.9% |
| 5Y | -35.8% | -68.3% | +32.5% | -33.9% |
| 10Y | +142.9% | +220.6% | -77.7% | +33.5% |
| All | +215.6% | +258.9% | -43.3% | +66.2% |
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