+12,981.4%
TDG vs RGEN
+4,418.2%
+8,563.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.0% | -1.5% |
| 7D | -0.9% | -0.9% | 0.0% | -0.8% |
| 30D | -6.5% | +2.8% | -9.4% | -7.1% |
| 3M | -5.1% | +34.5% | -39.5% | -9.9% |
| 6M | -11.5% | +40.5% | -52.0% | -16.9% |
| YTD | -13.9% | +2.8% | -16.7% | -15.2% |
| 1Y | -11.5% | +39.6% | -51.1% | -17.2% |
| 3Y | +53.7% | +4.4% | +49.2% | +45.4% |
| 5Y | +135.5% | -42.8% | +178.3% | +135.7% |
| 10Y | +535.2% | +406.7% | +128.5% | +335.8% |
| All | +12,981.4% | +4,418.2% | +8,563.2% | +5,073.0% |
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