+1,229.4%
TTMI vs RNG
+309.1%
+920.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.4% | +7.3% | +3.6% |
| 7D | +12.2% | -0.8% | +13.0% | +12.1% |
| 30D | -5.7% | +11.4% | -17.1% | -7.5% |
| 3M | -27.5% | +72.1% | -99.6% | -34.4% |
| 6M | +47.1% | +67.9% | -20.8% | +31.8% |
| YTD | +87.5% | +144.3% | -56.9% | +54.4% |
| 1Y | +175.2% | +117.5% | +57.7% | +131.0% |
| 3Y | +901.9% | +123.9% | +778.1% | +711.0% |
| 5Y | +843.5% | -70.1% | +913.6% | +885.9% |
| 10Y | +1,077.0% | +215.9% | +861.1% | +640.6% |
| All | +1,229.4% | +309.1% | +920.3% | +667.1% |
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 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