-45.4%
TE vs RGEN
-44.3%
-1.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -2.1% |
| 7D | +15.0% | -4.6% | +19.6% | +17.1% |
| 30D | -7.5% | +1.2% | -8.7% | -8.3% |
| 3M | -42.0% | +26.8% | -68.8% | -48.5% |
| 6M | -31.4% | +29.1% | -60.5% | -40.8% |
| YTD | -26.5% | +0.7% | -27.2% | -28.9% |
| 1Y | +153.1% | +39.1% | +114.0% | +107.7% |
| 3Y | -20.7% | +2.2% | -22.9% | -29.0% |
| 5Y | -45.4% | -44.0% | -1.5% | -43.2% |
| All | -45.4% | -44.3% | -1.2% | -43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling