+278.4%
TER vs RGTI
+665.7%
-387.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.5% |
| 7D | +9.4% | -0.1% | +9.5% | +9.4% |
| 30D | -2.4% | -16.2% | +13.8% | -0.4% |
| 3M | +6.5% | -22.0% | +28.6% | +9.6% |
| 6M | +23.2% | -10.8% | +33.9% | +23.9% |
| YTD | +91.5% | -31.6% | +123.0% | +96.6% |
| 1Y | +214.8% | -6.4% | +221.2% | +212.2% |
| All | +278.4% | +665.7% | -387.3% | +137.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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