+1,689.4%
RGEN vs TXT
+2,244.6%
-555.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.2% | +0.9% | +2.6% |
| 7D | +3.5% | -3.5% | +7.0% | +4.4% |
| 30D | +2.9% | +15.2% | -12.3% | -1.0% |
| 3M | +9.2% | -4.5% | +13.6% | +10.1% |
| 6M | +44.9% | -6.1% | +51.0% | +46.3% |
| YTD | +9.2% | -2.0% | +11.2% | +8.7% |
| 1Y | +25.3% | +4.2% | +21.1% | +22.8% |
| 3Y | +21.7% | +14.4% | +7.3% | +16.8% |
| 5Y | -34.5% | +12.3% | -46.8% | -37.0% |
| 10Y | +478.9% | +101.8% | +377.1% | +354.8% |
| All | +1,689.4% | +2,244.6% | -555.2% | +378.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling