+625.2%
TEAM vs RGEN
+476.6%
+148.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +1.3% |
| 7D | -16.9% | -1.2% | -15.7% | -16.8% |
| 30D | -26.8% | -5.1% | -21.7% | -25.5% |
| 3M | -1.9% | +0.5% | -2.4% | -3.5% |
| 6M | +79.2% | +46.6% | +32.6% | +49.3% |
| YTD | -6.1% | +1.6% | -7.7% | -10.0% |
| 1Y | -2.1% | +5.4% | -7.5% | -7.8% |
| 3Y | -13.6% | +12.8% | -26.5% | -27.5% |
| 5Y | -65.8% | -35.6% | -30.2% | -65.1% |
| 10Y | +454.0% | +415.7% | +38.3% | +195.0% |
| All | +625.2% | +476.6% | +148.6% | +293.6% |
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