-53.4%
TE vs RGEN
+69.6%
-123.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.2% | -6.5% | -6.7% |
| 7D | +0.9% | -2.9% | +3.8% | +1.8% |
| 30D | -16.3% | -0.1% | -16.2% | -16.5% |
| 3M | -40.8% | +25.9% | -66.7% | -45.9% |
| 6M | -42.6% | +35.2% | -77.8% | -49.4% |
| YTD | -31.4% | +0.5% | -31.9% | -33.1% |
| 1Y | +144.9% | +37.0% | +107.9% | +112.1% |
| 3Y | -26.0% | +2.0% | -28.0% | -31.5% |
| 5Y | -48.5% | -44.2% | -4.3% | -50.3% |
| All | -53.4% | +69.6% | -123.0% | -55.1% |
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