-43.4%
RGEN vs TAP
+2.2%
-45.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -4.9% | -2.3% | -2.6% | -4.6% |
| 30D | +5.7% | -2.1% | +7.8% | +5.9% |
| 3M | +32.4% | +6.6% | +25.8% | +31.2% |
| 6M | +33.2% | -11.5% | +44.7% | +35.1% |
| YTD | +2.3% | -10.3% | +12.5% | +3.2% |
| 1Y | +39.0% | -14.4% | +53.4% | +41.1% |
| 3Y | -4.6% | -28.3% | +23.7% | -1.5% |
| All | -43.4% | +2.2% | -45.6% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling