+1,258.9%
TT vs RNG
+327.7%
+931.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +1.2% |
| 7D | 0.0% | +5.8% | -5.8% | -0.6% |
| 30D | -7.2% | +19.6% | -26.8% | -8.9% |
| 3M | -3.0% | +67.0% | -70.0% | -8.4% |
| 6M | +1.4% | +88.4% | -87.0% | -6.3% |
| YTD | +15.9% | +155.5% | -139.6% | +2.4% |
| 1Y | +9.4% | +141.7% | -132.3% | -2.9% |
| 3Y | +124.4% | +131.1% | -6.7% | +94.7% |
| 5Y | +138.0% | -70.6% | +208.6% | +146.5% |
| 10Y | +886.4% | +228.2% | +658.2% | +532.9% |
| All | +1,258.9% | +327.7% | +931.1% | +722.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling