+1,593.1%
T vs RGEN
+1,689.4%
-96.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.4% | +0.7% |
| 7D | +1.7% | +3.5% | -1.8% | +1.6% |
| 30D | -1.7% | +2.9% | -4.6% | -1.8% |
| 3M | -7.3% | +9.2% | -16.5% | -7.6% |
| 6M | -11.2% | +44.9% | -56.1% | -12.0% |
| YTD | -8.1% | +9.2% | -17.3% | -8.4% |
| 1Y | -8.0% | +25.3% | -33.3% | -8.7% |
| 3Y | +62.1% | +21.7% | +40.4% | +60.1% |
| 5Y | +55.7% | -34.5% | +90.2% | +54.9% |
| 10Y | +54.1% | +478.9% | -424.8% | +45.3% |
| All | +1,593.1% | +1,689.4% | -96.3% | +1,330.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling