-53.2%
TE vs RGEN
+72.6%
-125.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.7% |
| 7D | -4.0% | -4.9% | +1.0% | -2.6% |
| 30D | -15.9% | +5.7% | -21.6% | -17.6% |
| 3M | -60.5% | +32.4% | -93.0% | -64.5% |
| 6M | -35.2% | +33.2% | -68.4% | -42.7% |
| YTD | -31.1% | +2.3% | -33.4% | -33.2% |
| 1Y | +148.6% | +39.0% | +109.7% | +114.3% |
| 3Y | -26.4% | -4.6% | -21.8% | -30.6% |
| 5Y | -48.0% | -42.7% | -5.3% | -50.2% |
| All | -53.2% | +72.6% | -125.8% | -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 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