+736.3%
TT vs RNG
+234.5%
+501.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.4% |
| 7D | +4.0% | +4.6% | -0.6% | +3.6% |
| 30D | -11.3% | +0.4% | -11.7% | -11.4% |
| 3M | -12.3% | +11.4% | -23.7% | -13.3% |
| 6M | -10.8% | +95.7% | -106.5% | -16.7% |
| YTD | +8.2% | +162.9% | -154.7% | -3.3% |
| 1Y | +1.5% | +180.3% | -178.8% | -10.0% |
| 3Y | +91.5% | +188.3% | -96.9% | +65.1% |
| 5Y | +130.2% | -72.5% | +202.7% | +134.3% |
| All | +736.3% | +234.5% | +501.8% | +436.7% |
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