+1,872.1%
T vs RGEN
+1,576.0%
+296.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.8% | -1.9% |
| 7D | -1.3% | -4.9% | +3.6% | -1.2% |
| 30D | +11.4% | +5.7% | +5.7% | +11.2% |
| 3M | +14.3% | +32.4% | -18.1% | +13.5% |
| 6M | -9.3% | +33.2% | -42.4% | -9.9% |
| YTD | +7.1% | +2.3% | +4.8% | +6.9% |
| 1Y | -9.1% | +39.0% | -48.1% | -10.0% |
| 3Y | +105.3% | -4.6% | +110.0% | +103.9% |
| 5Y | +66.8% | -42.7% | +109.5% | +66.5% |
| 10Y | +66.8% | +433.6% | -366.8% | +57.6% |
| All | +1,872.1% | +1,576.0% | +296.1% | +1,569.7% |
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