+68.4%
T vs RGEN
+402.3%
-333.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.7% |
| 7D | -3.1% | -4.6% | +1.5% | -2.9% |
| 30D | +4.6% | +1.2% | +3.4% | +4.5% |
| 3M | +12.2% | +26.8% | -14.6% | +11.1% |
| 6M | -6.5% | +29.1% | -35.5% | -7.6% |
| YTD | +4.9% | +0.7% | +4.2% | +4.7% |
| 1Y | -10.5% | +39.1% | -49.5% | -12.2% |
| 3Y | +104.6% | +2.2% | +102.3% | +100.9% |
| 5Y | +64.2% | -44.0% | +108.2% | +65.5% |
| 10Y | +68.4% | +412.7% | -344.3% | +34.2% |
| All | +68.4% | +402.3% | -333.8% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling