+190.0%
RGEN vs TW
+206.7%
-16.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | -1.4% | -4.5% | +3.0% | -0.1% |
| 30D | -0.3% | -2.3% | +1.9% | +0.2% |
| 3M | +23.9% | +2.6% | +21.3% | +21.9% |
| 6M | +38.5% | -17.5% | +56.1% | +45.6% |
| YTD | +0.8% | -5.3% | +6.1% | +0.4% |
| 1Y | +38.2% | -14.8% | +53.0% | +42.7% |
| 3Y | +1.3% | +18.8% | -17.5% | -11.1% |
| 5Y | -44.0% | +20.7% | -64.7% | -52.4% |
| All | +190.0% | +206.7% | -16.7% | +104.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling