+8,135.6%
TD vs RGEN
+17,859.2%
-9,723.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | -0.2% |
| 7D | -0.7% | -2.4% | +1.7% | -0.6% |
| 30D | +7.6% | +0.1% | +7.6% | +7.6% |
| 3M | +3.0% | +6.6% | -3.6% | +2.6% |
| 6M | +16.8% | +40.9% | -24.1% | +15.0% |
| YTD | +34.3% | +6.2% | +28.2% | +33.6% |
| 1Y | +56.0% | +19.4% | +36.5% | +54.3% |
| 3Y | +132.4% | +17.9% | +114.4% | +128.2% |
| 5Y | +103.7% | -34.0% | +137.7% | +102.3% |
| 10Y | +299.2% | +453.9% | -154.7% | +265.5% |
| All | +8,135.6% | +17,859.2% | -9,723.7% | +6,938.9% |
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 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