+0.2%
TSM vs RNG
+82.5%
-82.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.7% |
| 7D | +6.2% | +4.6% | +1.6% | +6.3% |
| 30D | -7.3% | +0.4% | -7.7% | -6.8% |
| 3M | -7.1% | +11.4% | -18.5% | -5.3% |
| 6M | +0.2% | +95.7% | -95.4% | +8.9% |
| All | +0.2% | +82.5% | -82.3% | +8.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling