+1,565.2%
RGEN vs TXT
+2,214.4%
-649.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -3.0% |
| 7D | -1.2% | -1.1% | -0.1% | -0.9% |
| 30D | -5.1% | +13.3% | -18.3% | -8.2% |
| 3M | +0.5% | -5.1% | +5.6% | +1.5% |
| 6M | +46.6% | -7.1% | +53.7% | +48.4% |
| YTD | +1.6% | -3.2% | +4.8% | +1.5% |
| 1Y | +5.4% | +2.3% | +3.1% | +3.7% |
| 3Y | +12.8% | +11.1% | +1.8% | +9.1% |
| 5Y | -35.6% | +10.0% | -45.6% | -37.7% |
| 10Y | +415.7% | +91.1% | +324.6% | +310.5% |
| All | +1,565.2% | +2,214.4% | -649.2% | +346.3% |
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