+52.9%
TER vs RGEN
-36.8%
+89.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.0% | -0.4% | +1.5% |
| 7D | -20.5% | -1.9% | -18.5% | -19.7% |
| 30D | -47.0% | +3.7% | -50.8% | -47.6% |
| 3M | -43.3% | +8.8% | -52.1% | -45.2% |
| 6M | -42.9% | +38.0% | -80.9% | -50.4% |
| YTD | +12.9% | +5.9% | +7.0% | +7.7% |
| 1Y | +18.2% | +19.7% | -1.5% | +7.8% |
| 3Y | +151.8% | +20.5% | +131.3% | +117.1% |
| All | +52.9% | -36.8% | +89.8% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling