+4,470.3%
RGEN vs TKO
+1,439.7%
+3,030.6%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.0% | -4.5% | -0.4% |
| 7D | -0.9% | +7.2% | -8.0% | -2.2% |
| 30D | +2.8% | +4.7% | -1.9% | +1.9% |
| 3M | +34.5% | -3.2% | +37.7% | +35.1% |
| 6M | +40.5% | -2.9% | +43.3% | +40.9% |
| YTD | +2.8% | -5.8% | +8.7% | +3.6% |
| 1Y | +39.6% | -1.1% | +40.7% | +38.9% |
| 3Y | +4.4% | +111.1% | -106.7% | -10.7% |
| 5Y | -42.8% | +315.6% | -358.3% | -57.2% |
| 10Y | +406.7% | +978.5% | -571.8% | +198.8% |
| All | +4,470.3% | +1,439.7% | +3,030.6% | +1,682.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling