-36.5%
RGEN vs TAP
+2.0%
-38.5%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.5% | +7.5% | +3.5% |
| 7D | -1.9% | +0.5% | -2.5% | -2.1% |
| 30D | +3.7% | +9.1% | -5.4% | +2.3% |
| 3M | +8.8% | -3.8% | +12.6% | +9.2% |
| 6M | +38.0% | -3.4% | +41.4% | +38.2% |
| YTD | +5.9% | -10.6% | +16.5% | +6.7% |
| 1Y | +19.7% | -4.4% | +24.1% | +19.1% |
| 3Y | +20.5% | -24.4% | +44.9% | +23.9% |
| All | -36.5% | +2.0% | -38.5% | -26.4% |
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