-65.7%
TEAM vs RGEN
-35.9%
-29.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.8% | -1.3% | -2.9% |
| 7D | -22.2% | -2.4% | -19.8% | -21.6% |
| 30D | -28.1% | +0.1% | -28.2% | -28.4% |
| 3M | -2.2% | +6.6% | -8.8% | -6.5% |
| 6M | +62.2% | +40.9% | +21.3% | +34.8% |
| YTD | -8.4% | +6.2% | -14.5% | -14.1% |
| 1Y | -6.6% | +19.4% | -26.1% | -17.7% |
| 3Y | -15.7% | +17.9% | -33.6% | -33.5% |
| 5Y | -65.7% | -34.0% | -31.7% | -65.7% |
| All | -65.7% | -35.9% | -29.9% | -65.7% |
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