+56.8%
RGTI vs TPR
+229.3%
-172.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.5% | -0.8% |
| 7D | +0.5% | -3.0% | +3.4% | +2.3% |
| 30D | -17.1% | -22.6% | +5.5% | -4.1% |
| 3M | -26.0% | -18.2% | -7.8% | -18.2% |
| 6M | -9.9% | -18.0% | +8.1% | -0.6% |
| YTD | -31.1% | -6.4% | -24.7% | -31.7% |
| 1Y | -8.5% | +12.3% | -20.8% | -19.7% |
| 3Y | +652.2% | +298.7% | +353.5% | +172.9% |
| All | +56.8% | +229.3% | -172.5% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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