+10.7%
TTMI vs RNG
+179.4%
-168.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.2% | -9.9% | -10.1% |
| 7D | -19.2% | -9.6% | -9.6% | -19.9% |
| 30D | -44.9% | -1.4% | -43.5% | -45.0% |
| 3M | -44.7% | +28.8% | -73.5% | -42.2% |
| 6M | -53.4% | +65.6% | -119.0% | -47.8% |
| YTD | +6.3% | +171.4% | -165.0% | +16.8% |
| 1Y | +10.7% | +185.3% | -174.6% | +11.4% |
| All | +10.7% | +179.4% | -168.7% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling