+1,757.1%
TSM vs RNG
+223.4%
+1,533.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.5% |
| 7D | +2.6% | -9.6% | +12.2% | +4.3% |
| 30D | +1.4% | +8.8% | -7.4% | -0.2% |
| 3M | +5.0% | +78.6% | -73.7% | -6.3% |
| 6M | +24.0% | +70.3% | -46.3% | +10.3% |
| YTD | +41.6% | +140.3% | -98.8% | +15.9% |
| 1Y | +66.2% | +126.6% | -60.4% | +37.1% |
| 3Y | +398.2% | +120.2% | +278.0% | +297.5% |
| 5Y | +277.6% | -68.3% | +345.9% | +297.2% |
| All | +1,757.1% | +223.4% | +1,533.7% | +1,061.7% |
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 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