+9.2%
TT vs RNG
+144.7%
-135.6%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +0.5% |
| 7D | -0.2% | +5.8% | -6.0% | -0.1% |
| 30D | -7.4% | +19.6% | -27.0% | -6.8% |
| 3M | -3.2% | +67.0% | -70.2% | -1.0% |
| 6M | +1.1% | +88.4% | -87.3% | +3.6% |
| YTD | +15.6% | +155.5% | -139.9% | +17.7% |
| 1Y | +9.2% | +141.7% | -132.5% | +10.4% |
| All | +9.2% | +144.7% | -135.6% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling