-53.8%
TEAM vs RGEN
-42.7%
-11.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.6% | -7.5% | -7.2% |
| 7D | -5.7% | -0.9% | -4.8% | -5.4% |
| 30D | +18.3% | +2.8% | +15.5% | +16.8% |
| 3M | +80.2% | +34.5% | +45.8% | +56.1% |
| 6M | +111.0% | +40.5% | +70.5% | +76.5% |
| YTD | +8.8% | +2.8% | +6.0% | +5.1% |
| 1Y | +2.2% | +39.6% | -37.5% | -16.6% |
| 3Y | -14.6% | +4.4% | -19.0% | -27.4% |
| 5Y | -53.8% | -42.8% | -11.0% | -50.8% |
| All | -53.8% | -42.7% | -11.1% | -50.8% |
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