-2.5%
TEAM vs RGEN
+37.5%
-40.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.2% |
| 7D | -4.7% | -4.6% | -0.1% | -3.7% |
| 30D | +17.0% | +1.2% | +15.9% | +16.8% |
| 3M | +85.9% | +26.8% | +59.1% | +78.3% |
| 6M | +116.7% | +29.1% | +87.6% | +105.1% |
| YTD | +9.6% | +0.7% | +8.9% | +6.9% |
| 1Y | -2.5% | +39.1% | -41.6% | +1.2% |
| All | -2.5% | +37.5% | -40.0% | +1.2% |
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 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