+104.0%
TD vs RGEN
-35.0%
+139.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | 0.0% |
| 7D | -0.7% | -2.4% | +1.7% | -0.4% |
| 30D | +7.6% | +0.1% | +7.6% | +7.6% |
| 3M | +3.0% | +6.6% | -3.6% | +2.1% |
| 6M | +16.8% | +40.9% | -24.1% | +12.0% |
| YTD | +34.3% | +6.2% | +28.2% | +32.2% |
| 1Y | +56.0% | +19.4% | +36.5% | +51.6% |
| 3Y | +132.4% | +17.9% | +114.4% | +121.2% |
| All | +104.0% | -35.0% | +139.0% | +89.0% |
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