+135.7%
TT vs RNG
-68.7%
+204.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.0% | +3.7% | +4.6% |
| 7D | +1.7% | -6.2% | +8.0% | +2.3% |
| 30D | -11.8% | -8.0% | -3.8% | -11.2% |
| 3M | -12.6% | +15.7% | -28.3% | -13.9% |
| 6M | -9.4% | +60.3% | -69.7% | -14.0% |
| YTD | +8.8% | +153.8% | -145.0% | -3.4% |
| 1Y | -2.5% | +172.2% | -174.7% | -14.3% |
| 3Y | +95.7% | +174.8% | -79.2% | +66.0% |
| 5Y | +135.7% | -68.6% | +204.4% | +137.9% |
| All | +135.7% | -68.7% | +204.4% | +137.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling