+3,466.0%
RGEN vs TCOM
+2,694.8%
+771.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -4.9% | -9.5% | +4.6% | -3.3% |
| 30D | +5.7% | -10.7% | +16.4% | +7.7% |
| 3M | +32.4% | -14.6% | +47.1% | +35.5% |
| 6M | +33.2% | -19.3% | +52.5% | +37.5% |
| YTD | +2.3% | -42.9% | +45.2% | +11.5% |
| 1Y | +39.0% | -43.8% | +82.8% | +51.9% |
| 3Y | -4.6% | +2.1% | -6.7% | -7.5% |
| 5Y | -42.7% | +31.2% | -73.9% | -48.7% |
| 10Y | +433.6% | -13.9% | +447.5% | +385.9% |
| All | +3,466.0% | +2,694.8% | +771.2% | +1,769.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling