+537.0%
TDG vs RGEN
+415.7%
+121.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | -1.9% | -1.4% | -0.4% | -1.6% |
| 30D | -7.7% | -0.3% | -7.4% | -7.8% |
| 3M | -9.3% | +23.9% | -33.2% | -13.3% |
| 6M | -9.4% | +38.5% | -47.9% | -15.3% |
| YTD | -14.3% | +0.8% | -15.1% | -15.4% |
| 1Y | -11.8% | +38.2% | -50.0% | -18.2% |
| 3Y | +52.0% | +1.3% | +50.7% | +43.4% |
| 5Y | +128.8% | -44.0% | +172.8% | +127.9% |
| All | +537.0% | +415.7% | +121.3% | +292.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling