+21.7%
RGEN vs TXT
+11.8%
+9.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.2% | +0.9% | +2.0% |
| 7D | +3.5% | -3.5% | +7.0% | +5.4% |
| 30D | +2.9% | +15.2% | -12.3% | -5.0% |
| 3M | +9.2% | -4.5% | +13.6% | +11.4% |
| 6M | +44.9% | -6.1% | +51.0% | +47.4% |
| YTD | +9.2% | -2.0% | +11.2% | +6.0% |
| 1Y | +25.3% | +4.2% | +21.1% | +16.3% |
| 3Y | +21.7% | +14.4% | +7.3% | +4.4% |
| All | +21.7% | +11.8% | +9.9% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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