+39.0%
RGEN vs TW
-15.9%
+54.9%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.1% |
| 7D | -4.9% | -2.3% | -2.6% | -5.2% |
| 30D | +5.7% | +3.9% | +1.8% | +6.2% |
| 3M | +32.4% | +5.7% | +26.7% | +33.6% |
| 6M | +33.2% | -14.5% | +47.7% | +32.2% |
| YTD | +2.3% | -0.9% | +3.1% | +3.4% |
| 1Y | +39.0% | -13.5% | +52.5% | +23.0% |
| All | +39.0% | -15.9% | +54.9% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling