+6,004.2%
REGN vs TMF
-68.9%
+6,073.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -1.6% | +1.0% | -2.6% | -1.6% |
| 30D | +3.4% | -1.8% | +5.3% | +3.3% |
| 3M | +32.7% | -8.2% | +40.9% | +31.7% |
| 6M | +6.9% | -19.5% | +26.4% | +4.9% |
| YTD | +5.4% | -16.0% | +21.3% | +3.9% |
| 1Y | +45.8% | -22.5% | +68.3% | +42.7% |
| 3Y | -1.5% | -42.3% | +40.7% | -5.3% |
| 5Y | +22.2% | -87.7% | +109.9% | -1.8% |
| 10Y | +103.6% | -86.5% | +190.1% | +78.8% |
| All | +6,004.2% | -68.9% | +6,073.0% | +7,229.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling