+3,632.7%
RGEN vs TMF
-68.9%
+3,701.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.2% |
| 7D | -4.9% | -1.4% | -3.5% | -5.0% |
| 30D | +5.7% | -2.8% | +8.5% | +5.6% |
| 3M | +32.4% | -10.9% | +43.3% | +31.9% |
| 6M | +33.2% | -21.3% | +54.5% | +31.9% |
| YTD | +2.3% | -15.9% | +18.2% | +1.6% |
| 1Y | +39.0% | -15.7% | +54.7% | +38.2% |
| 3Y | -4.6% | -43.4% | +38.7% | -6.6% |
| 5Y | -42.7% | -87.8% | +45.1% | -50.7% |
| 10Y | +433.6% | -86.7% | +520.3% | +389.5% |
| All | +3,632.7% | -68.9% | +3,701.6% | +3,718.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling