+802.8%
TEAM vs RGEN
+480.3%
+322.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.1% |
| 7D | -0.4% | -4.9% | +4.5% | +1.6% |
| 30D | +67.3% | +5.7% | +61.6% | +63.9% |
| 3M | +86.8% | +32.4% | +54.3% | +64.9% |
| 6M | +146.8% | +33.2% | +113.6% | +114.6% |
| YTD | +16.9% | +2.3% | +14.6% | +13.4% |
| 1Y | +12.8% | +39.0% | -26.2% | -5.6% |
| 3Y | -7.3% | -4.6% | -2.6% | -16.0% |
| 5Y | -50.7% | -42.7% | -8.0% | -47.2% |
| 10Y | +529.8% | +433.6% | +96.2% | +237.2% |
| All | +802.8% | +480.3% | +322.4% | +395.5% |
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