+407.7%
RGEN vs TCOM
+5.9%
+401.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.6% |
| 7D | -3.3% | -1.8% | -1.5% | -2.9% |
| 30D | -5.8% | +12.1% | -17.9% | -8.3% |
| 3M | +0.2% | -3.2% | +3.4% | +0.7% |
| 6M | +56.8% | -16.6% | +73.4% | +61.9% |
| YTD | +2.4% | -39.4% | +41.8% | +12.9% |
| 1Y | +11.4% | -41.5% | +53.0% | +23.8% |
| 3Y | +15.2% | +24.4% | -9.2% | +6.0% |
| 5Y | -35.1% | +41.6% | -76.7% | -45.3% |
| All | +407.7% | +5.9% | +401.8% | +348.6% |
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