+2,171.4%
TECK vs RGEN
+7,553.0%
-5,381.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.6% |
| 7D | -0.3% | -4.9% | +4.6% | +0.4% |
| 30D | +4.6% | +5.7% | -1.1% | +3.6% |
| 3M | +2.8% | +32.4% | -29.6% | -2.2% |
| 6M | +24.9% | +33.2% | -8.3% | +18.0% |
| YTD | +44.7% | +2.3% | +42.5% | +42.9% |
| 1Y | +112.0% | +39.0% | +73.0% | +98.3% |
| 3Y | +67.6% | -4.6% | +72.2% | +62.3% |
| 5Y | +200.3% | -42.7% | +243.0% | +203.1% |
| 10Y | +358.2% | +433.6% | -75.4% | +214.5% |
| All | +2,171.4% | +7,553.0% | -5,381.6% | +714.5% |
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