+192.8%
TER vs RGEN
+19.6%
+173.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +3.1% | +9.6% | +11.6% |
| 7D | -5.8% | +3.5% | -9.2% | -6.5% |
| 30D | -38.9% | +2.9% | -41.8% | -39.4% |
| 3M | -35.1% | +9.2% | -44.3% | -37.3% |
| 6M | -31.6% | +44.9% | -76.5% | -41.8% |
| YTD | +27.2% | +9.2% | +18.0% | +20.1% |
| 1Y | +35.2% | +25.3% | +9.9% | +21.1% |
| 3Y | +192.8% | +21.7% | +171.1% | +153.1% |
| All | +192.8% | +19.6% | +173.2% | +153.1% |
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