+144.9%
TE vs RGEN
+39.1%
+105.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.2% | -6.5% | -6.7% |
| 7D | +0.9% | -2.9% | +3.8% | +1.1% |
| 30D | -16.3% | -0.1% | -16.2% | -16.2% |
| 3M | -40.8% | +25.9% | -66.7% | -41.6% |
| 6M | -42.6% | +35.2% | -77.8% | -44.5% |
| YTD | -31.4% | +0.5% | -31.9% | -30.9% |
| 1Y | +144.9% | +37.0% | +107.9% | +144.3% |
| All | +144.9% | +39.1% | +105.8% | +144.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling