+411.0%
TSM vs RNG
+120.7%
+290.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.4% | +6.7% | +2.7% |
| 7D | +6.0% | -0.8% | +6.9% | +6.0% |
| 30D | +4.5% | +11.4% | -6.9% | +3.3% |
| 3M | +3.1% | +72.1% | -69.0% | -3.1% |
| 6M | +30.2% | +67.9% | -37.7% | +21.9% |
| YTD | +45.2% | +144.3% | -99.1% | +25.9% |
| 1Y | +79.6% | +117.5% | -38.0% | +58.6% |
| 3Y | +411.0% | +123.9% | +287.1% | +332.2% |
| All | +411.0% | +120.7% | +290.3% | +332.2% |
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 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