+21.3%
RGEN vs TKO
+5.6%
+15.6%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.4% | -1.0% |
| 7D | -3.5% | +11.3% | -14.8% | -6.4% |
| 30D | -6.0% | +9.3% | -15.2% | -8.4% |
| 3M | +19.0% | +5.3% | +13.7% | +16.7% |
| 6M | +50.7% | +4.9% | +45.9% | +47.6% |
| YTD | +8.8% | -6.3% | +15.1% | +9.6% |
| 1Y | +21.3% | +4.9% | +16.4% | +20.0% |
| All | +21.3% | +5.6% | +15.6% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 1y: compounded portfolio wealth divided by compounded TKO 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…
1y analysis · Full analysis span regression · 6 months rolling