+50.2%
TDG vs RGEN
+1.9%
+48.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -2.7% | -2.9% | +0.2% | -2.2% |
| 30D | -9.3% | -0.1% | -9.2% | -9.4% |
| 3M | -7.1% | +25.9% | -33.0% | -11.1% |
| 6M | -11.2% | +35.2% | -46.4% | -16.3% |
| YTD | -15.3% | +0.5% | -15.8% | -16.5% |
| 1Y | -12.5% | +37.0% | -49.4% | -18.2% |
| All | +50.2% | +1.9% | +48.3% | +45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling