+802.2%
TTMI vs RNG
-70.1%
+872.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.7% | -1.4% |
| 7D | +6.0% | -9.6% | +15.6% | +7.1% |
| 30D | -6.4% | +8.8% | -15.2% | -7.5% |
| 3M | -28.9% | +78.6% | -107.5% | -34.7% |
| 6M | +26.9% | +70.3% | -43.4% | +16.0% |
| YTD | +77.3% | +140.3% | -63.0% | +50.2% |
| 1Y | +147.5% | +126.6% | +20.9% | +111.4% |
| 3Y | +847.6% | +120.2% | +727.4% | +687.7% |
| 5Y | +802.2% | -68.3% | +870.5% | +700.1% |
| All | +802.2% | -70.1% | +872.3% | +700.1% |
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