+301.1%
TD vs RGEN
+414.1%
-113.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.9% |
| 7D | -2.6% | -2.9% | +0.3% | -2.3% |
| 30D | -1.0% | -0.1% | -1.0% | -1.1% |
| 3M | +5.6% | +25.9% | -20.3% | +2.8% |
| 6M | +27.1% | +35.2% | -8.1% | +22.4% |
| YTD | +29.4% | +0.5% | +28.9% | +28.4% |
| 1Y | +60.7% | +37.0% | +23.7% | +54.0% |
| 3Y | +127.6% | +2.0% | +125.6% | +119.7% |
| 5Y | +125.4% | -44.2% | +169.6% | +125.0% |
| All | +301.1% | +414.1% | -113.1% | +208.9% |
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