+330.4%
TSM vs RNG
+179.0%
+151.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | +6.2% | +4.6% | +1.6% | +5.8% |
| 30D | -7.3% | +0.4% | -7.7% | -7.2% |
| 3M | -7.1% | +11.4% | -18.5% | -8.0% |
| 6M | +0.2% | +95.7% | -95.4% | -6.5% |
| YTD | +32.2% | +162.9% | -130.6% | +15.4% |
| 1Y | +42.8% | +180.3% | -137.5% | +23.0% |
| 3Y | +330.4% | +188.3% | +142.1% | +259.4% |
| All | +330.4% | +179.0% | +151.4% | +259.4% |
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 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