+8,128.2%
TD vs RGEN
+17,220.3%
-9,092.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | +1.1% | -3.3% | +4.4% | +1.2% |
| 30D | +5.2% | -5.8% | +11.1% | +5.4% |
| 3M | +1.2% | +0.2% | +1.0% | +1.1% |
| 6M | +17.7% | +56.8% | -39.0% | +15.4% |
| YTD | +34.2% | +2.4% | +31.8% | +33.6% |
| 1Y | +55.4% | +11.4% | +44.0% | +54.2% |
| 3Y | +130.4% | +15.2% | +115.2% | +126.5% |
| 5Y | +101.8% | -35.1% | +136.9% | +100.6% |
| 10Y | +301.9% | +419.6% | -117.8% | +268.9% |
| All | +8,128.2% | +17,220.3% | -9,092.0% | +6,942.8% |
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