+66.1%
T vs RGEN
-42.7%
+108.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | -1.5% | -0.9% | -0.7% | -1.5% |
| 30D | +7.6% | +2.8% | +4.8% | +7.6% |
| 3M | +15.3% | +34.5% | -19.2% | +15.2% |
| 6M | -8.5% | +40.5% | -48.9% | -8.6% |
| YTD | +6.8% | +2.8% | +3.9% | +6.9% |
| 1Y | -7.2% | +39.6% | -46.9% | -7.7% |
| 3Y | +108.2% | +4.4% | +103.8% | +107.1% |
| 5Y | +66.1% | -42.8% | +108.8% | +60.2% |
| All | +66.1% | -42.7% | +108.8% | +60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling