+262.0%
TER vs RGEN
+0.8%
+261.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.7% | +5.9% |
| 7D | +0.6% | -4.9% | +5.5% | +2.3% |
| 30D | -8.3% | +5.7% | -14.0% | -10.1% |
| 3M | -12.2% | +32.4% | -44.7% | -21.6% |
| 6M | +17.1% | +33.2% | -16.1% | +3.7% |
| YTD | +84.7% | +2.3% | +82.4% | +79.1% |
| 1Y | +199.9% | +39.0% | +160.9% | +161.2% |
| All | +262.0% | +0.8% | +261.3% | +242.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling