-5.8%
TDG vs RGEN
+19.5%
-25.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.7% |
| 7D | +7.1% | -3.5% | +10.6% | +7.6% |
| 30D | +11.4% | -6.0% | +17.3% | +12.2% |
| 3M | -4.6% | +19.0% | -23.5% | -8.3% |
| 6M | +5.8% | +50.7% | -44.9% | -4.2% |
| YTD | -8.5% | +8.8% | -17.2% | -13.9% |
| 1Y | -5.8% | +21.3% | -27.1% | -12.5% |
| All | -5.8% | +19.5% | -25.4% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling