+59.7%
RGTI vs TPR
+197.3%
-137.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.7% | +7.7% | +6.3% |
| 7D | +5.5% | -3.4% | +8.8% | +7.5% |
| 30D | -11.9% | -27.3% | +15.4% | +5.1% |
| 3M | -27.4% | -16.2% | -11.1% | -21.6% |
| 6M | -7.1% | -17.9% | +10.8% | +2.0% |
| YTD | -28.6% | -7.1% | -21.5% | -28.7% |
| 1Y | +4.4% | +13.6% | -9.3% | -8.0% |
| 3Y | +698.5% | +293.7% | +404.7% | +220.0% |
| 5Y | +64.2% | +239.1% | -174.9% | -34.0% |
| All | +59.7% | +197.3% | -137.6% | -35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling