+38.2%
REGN vs TMF
-26.8%
+65.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -5.6% | -5.1% | -0.5% | -4.7% |
| 30D | -2.0% | -4.6% | +2.6% | -1.1% |
| 3M | +28.0% | -16.6% | +44.5% | +32.0% |
| 6M | +1.2% | -19.9% | +21.0% | +4.6% |
| YTD | +1.6% | -20.2% | +21.8% | +5.1% |
| 1Y | +38.2% | -27.7% | +66.0% | +46.0% |
| All | +38.2% | -26.8% | +65.0% | +46.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling