+1,744.2%
TER vs RGEN
+406.9%
+1,337.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.7% | +4.0% |
| 7D | +11.0% | -0.9% | +11.8% | +11.3% |
| 30D | -1.9% | +2.8% | -4.7% | -3.0% |
| 3M | -0.7% | +34.5% | -35.1% | -12.2% |
| 6M | +36.4% | +40.5% | -4.1% | +18.2% |
| YTD | +92.4% | +2.8% | +89.6% | +86.4% |
| 1Y | +213.5% | +39.6% | +173.9% | +171.4% |
| 3Y | +277.2% | +4.4% | +272.8% | +240.3% |
| 5Y | +219.1% | -42.8% | +261.9% | +232.7% |
| 10Y | +1,744.2% | +406.7% | +1,337.5% | +896.5% |
| All | +1,744.2% | +406.9% | +1,337.4% | +896.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling