-1.1%
RGEN vs TMF
-42.2%
+41.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.2% |
| 7D | -4.9% | -1.4% | -3.5% | -4.7% |
| 30D | +5.7% | -2.8% | +8.5% | +6.2% |
| 3M | +32.4% | -10.9% | +43.3% | +35.0% |
| 6M | +33.2% | -21.3% | +54.5% | +38.0% |
| YTD | +2.3% | -15.9% | +18.2% | +5.1% |
| 1Y | +39.0% | -15.7% | +54.7% | +42.5% |
| All | -1.1% | -42.2% | +41.1% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 3y: compounded portfolio wealth divided by compounded TMF 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…
3y analysis · Full analysis span regression · 6 months rolling