+404.4%
RGEN vs TKO
+989.7%
-585.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.2% |
| 7D | -1.4% | +2.3% | -3.8% | -1.9% |
| 30D | -0.3% | -2.5% | +2.2% | +0.1% |
| 3M | +23.9% | -10.6% | +34.5% | +26.6% |
| 6M | +38.5% | -5.1% | +43.6% | +39.7% |
| YTD | +0.8% | -8.2% | +9.0% | +2.2% |
| 1Y | +38.2% | -4.4% | +42.7% | +38.5% |
| 3Y | +1.3% | +100.4% | -99.1% | -13.3% |
| 5Y | -44.0% | +294.3% | -338.3% | -58.1% |
| All | +404.4% | +989.7% | -585.3% | +170.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling