+122.4%
TD vs RGEN
-44.3%
+166.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +0.9% | -0.9% |
| 7D | -1.9% | -4.6% | +2.6% | -1.5% |
| 30D | -1.6% | +1.2% | -2.8% | -1.8% |
| 3M | +4.6% | +26.8% | -22.2% | +1.8% |
| 6M | +26.8% | +29.1% | -2.2% | +22.8% |
| YTD | +28.3% | +0.7% | +27.6% | +27.2% |
| 1Y | +60.4% | +39.1% | +21.4% | +53.7% |
| 3Y | +125.7% | +2.2% | +123.5% | +118.4% |
| 5Y | +122.4% | -44.0% | +166.3% | +109.1% |
| All | +122.4% | -44.3% | +166.6% | +109.1% |
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