+7,930.8%
TD vs RGEN
+17,200.6%
-9,269.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.3% |
| 7D | +0.3% | -4.9% | +5.2% | +0.5% |
| 30D | +0.4% | +5.7% | -5.3% | +0.1% |
| 3M | +7.6% | +32.4% | -24.8% | +6.3% |
| 6M | +25.0% | +33.2% | -8.2% | +23.3% |
| YTD | +31.0% | +2.3% | +28.7% | +30.5% |
| 1Y | +65.2% | +39.0% | +26.2% | +62.4% |
| 3Y | +122.5% | -4.6% | +127.1% | +120.2% |
| 5Y | +124.8% | -42.7% | +167.5% | +124.5% |
| 10Y | +298.2% | +433.6% | -135.4% | +265.3% |
| All | +7,930.8% | +17,200.6% | -9,269.8% | +6,779.1% |
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 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