+1,576.0%
RGEN vs TXT
+2,070.1%
-494.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -4.9% | -4.8% | -0.1% | -3.7% |
| 30D | +5.7% | -10.6% | +16.3% | +8.7% |
| 3M | +32.4% | -13.2% | +45.6% | +36.9% |
| 6M | +33.2% | -20.3% | +53.5% | +40.6% |
| YTD | +2.3% | -9.3% | +11.5% | +4.1% |
| 1Y | +39.0% | -2.7% | +41.7% | +38.9% |
| 3Y | -4.6% | +1.4% | -6.0% | -5.4% |
| 5Y | -42.7% | +9.6% | -52.2% | -44.3% |
| 10Y | +433.6% | +94.9% | +338.7% | +324.7% |
| All | +1,576.0% | +2,070.1% | -494.1% | +357.9% |
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