+97.5%
REGN vs TMF
-86.4%
+183.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -5.6% | -5.1% | -0.5% | -5.7% |
| 30D | -2.0% | -4.6% | +2.6% | -2.1% |
| 3M | +28.0% | -16.6% | +44.5% | +27.4% |
| 6M | +1.2% | -19.9% | +21.0% | +0.6% |
| YTD | +1.6% | -20.2% | +21.8% | +1.1% |
| 1Y | +38.2% | -27.7% | +66.0% | +37.2% |
| 3Y | -5.4% | -43.9% | +38.6% | -6.7% |
| 5Y | +21.3% | -88.4% | +109.7% | +5.9% |
| All | +97.5% | -86.4% | +183.9% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling