-42.8%
RGEN vs TXT
+12.6%
-55.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.2% |
| 7D | -0.9% | -0.2% | -0.7% | -0.8% |
| 30D | +2.8% | -11.1% | +13.9% | +9.9% |
| 3M | +34.5% | -13.0% | +47.5% | +44.3% |
| 6M | +40.5% | -16.2% | +56.7% | +53.4% |
| YTD | +2.8% | -8.7% | +11.6% | +5.3% |
| 1Y | +39.6% | -3.8% | +43.4% | +37.9% |
| 3Y | +4.4% | +5.5% | -1.1% | -4.6% |
| 5Y | -42.8% | +12.3% | -55.0% | -52.2% |
| All | -42.8% | +12.6% | -55.3% | -52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling