+467.2%
TDY vs RGEN
+415.7%
+51.4%
-48.9%
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% | +1.2% |
| 7D | -1.1% | -1.4% | +0.3% | -0.9% |
| 30D | -12.0% | -0.3% | -11.7% | -12.1% |
| 3M | -3.2% | +23.9% | -27.1% | -7.4% |
| 6M | -7.9% | +38.5% | -46.4% | -14.0% |
| YTD | +18.2% | +0.8% | +17.4% | +16.6% |
| 1Y | +6.7% | +38.2% | -31.6% | -1.0% |
| 3Y | +47.5% | +1.3% | +46.2% | +39.4% |
| 5Y | +39.5% | -44.0% | +83.5% | +39.9% |
| All | +467.2% | +415.7% | +51.4% | +231.3% |
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 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