+453.9%
RGEN vs TAP
-48.8%
+502.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -2.8% |
| 7D | -2.4% | -4.5% | +2.1% | -1.9% |
| 30D | +0.1% | +7.5% | -7.4% | -1.1% |
| 3M | +6.6% | -4.9% | +11.5% | +7.0% |
| 6M | +40.9% | -3.5% | +44.4% | +41.1% |
| YTD | +6.2% | -11.4% | +17.6% | +7.1% |
| 1Y | +19.4% | -10.8% | +30.2% | +20.3% |
| 3Y | +17.9% | -24.5% | +42.4% | +20.9% |
| 5Y | -34.0% | +2.5% | -36.5% | -34.8% |
| 10Y | +453.9% | -47.6% | +501.5% | +482.6% |
| All | +453.9% | -48.8% | +502.8% | +482.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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