+6,954.6%
TDY vs RGEN
+3,841.5%
+3,113.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.4% | -1.4% |
| 7D | -1.8% | -4.6% | +2.7% | -1.3% |
| 30D | -13.8% | +1.2% | -14.9% | -14.0% |
| 3M | -3.9% | +26.8% | -30.7% | -6.9% |
| 6M | -9.0% | +29.1% | -38.1% | -12.3% |
| YTD | +16.5% | +0.7% | +15.8% | +15.5% |
| 1Y | +9.3% | +39.1% | -29.8% | +4.0% |
| 3Y | +45.1% | +2.2% | +42.9% | +39.9% |
| 5Y | +35.0% | -44.0% | +79.0% | +35.6% |
| 10Y | +469.0% | +412.7% | +56.3% | +338.1% |
| All | +6,954.6% | +3,841.5% | +3,113.1% | +3,283.7% |
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