-7.9%
RGTI vs TPR
+230.3%
-238.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.2% | -6.7% | -6.8% |
| 7D | -18.1% | -0.3% | -17.8% | -17.8% |
| 30D | -17.6% | +15.1% | -32.7% | -25.9% |
| 3M | -48.3% | +3.5% | -51.9% | -50.6% |
| 6M | -47.8% | +0.4% | -48.2% | -50.6% |
| YTD | -56.6% | +4.6% | -61.2% | -60.7% |
| 1Y | -61.8% | +33.1% | -94.9% | -71.0% |
| 3Y | +807.5% | +396.0% | +411.6% | +165.1% |
| All | -7.9% | +230.3% | -238.1% | -69.6% |
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