+3,359.5%
TSM vs RNG
+327.7%
+3,031.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.9% | +6.7% | +3.5% |
| 7D | +2.7% | +5.8% | -3.1% | +1.8% |
| 30D | +3.6% | +19.6% | -16.0% | +0.5% |
| 3M | -3.4% | +67.0% | -70.4% | -12.3% |
| 6M | +20.6% | +88.4% | -67.8% | +6.0% |
| YTD | +41.9% | +155.5% | -113.6% | +16.2% |
| 1Y | +84.4% | +141.7% | -57.3% | +51.9% |
| 3Y | +380.2% | +131.1% | +249.1% | +284.9% |
| 5Y | +275.3% | -70.6% | +345.9% | +295.5% |
| 10Y | +1,751.4% | +228.2% | +1,523.2% | +1,170.6% |
| All | +3,359.5% | +327.7% | +3,031.7% | +2,150.8% |
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