+3,763.9%
RGEN vs TMF
-69.2%
+3,833.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.1% | +3.0% |
| 7D | -1.9% | +1.2% | -3.2% | -1.9% |
| 30D | +3.7% | +19.7% | -16.0% | +4.4% |
| 3M | +8.8% | -2.1% | +10.9% | +8.8% |
| 6M | +38.0% | -13.4% | +51.4% | +37.3% |
| YTD | +5.9% | -16.7% | +22.6% | +5.2% |
| 1Y | +19.7% | -23.3% | +43.0% | +18.5% |
| 3Y | +20.5% | -24.8% | +45.3% | +20.1% |
| 5Y | -35.0% | -88.0% | +53.1% | -44.3% |
| 10Y | +540.9% | -84.7% | +625.6% | +497.8% |
| All | +3,763.9% | -69.2% | +3,833.1% | +3,853.0% |
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