+957.3%
TT vs RNG
+215.2%
+742.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | +1.4% | -4.1% | +5.5% | +1.7% |
| 30D | -6.7% | +8.6% | -15.3% | -7.4% |
| 3M | -5.4% | +78.0% | -83.4% | -10.6% |
| 6M | +4.4% | +67.0% | -62.7% | -1.4% |
| YTD | +14.9% | +142.4% | -127.5% | +3.6% |
| 1Y | +9.3% | +120.4% | -111.2% | -0.8% |
| 3Y | +121.7% | +122.1% | -0.4% | +96.3% |
| 5Y | +148.2% | -69.8% | +218.0% | +150.9% |
| 10Y | +957.3% | +223.4% | +733.9% | +580.3% |
| All | +957.3% | +215.2% | +742.0% | +580.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling