+145.0%
TT vs RNG
-70.8%
+215.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +3.9% | 0.0% |
| 7D | +1.6% | -0.8% | +2.4% | +1.6% |
| 30D | -7.3% | +11.4% | -18.7% | -8.3% |
| 3M | -2.6% | +72.1% | -74.7% | -7.8% |
| 6M | +5.9% | +67.9% | -62.0% | -0.3% |
| YTD | +15.4% | +144.3% | -128.9% | +2.9% |
| 1Y | +8.2% | +117.5% | -109.3% | -2.3% |
| 3Y | +122.7% | +123.9% | -1.2% | +94.0% |
| 5Y | +145.0% | -70.1% | +215.1% | +150.1% |
| All | +145.0% | -70.8% | +215.7% | +150.1% |
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