+404.4%
RGEN vs TCOM
-9.8%
+414.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | -1.4% | -4.9% | +3.5% | -0.4% |
| 30D | -0.3% | -14.4% | +14.1% | +3.1% |
| 3M | +23.9% | -17.7% | +41.6% | +28.5% |
| 6M | +38.5% | -25.1% | +63.6% | +46.7% |
| YTD | +0.8% | -45.7% | +46.5% | +13.9% |
| 1Y | +38.2% | -47.9% | +86.1% | +57.5% |
| 3Y | +1.3% | +8.9% | -7.6% | -4.1% |
| 5Y | -44.0% | +26.9% | -70.9% | -51.6% |
| All | +404.4% | -9.8% | +414.2% | +359.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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