+211.9%
TER vs RGTI
+56.1%
+155.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.7% |
| 3M | +6.5% | -22.0% | +28.6% | +9.3% |
| 6M | +23.2% | -10.8% | +33.9% | +23.8% |
| YTD | +91.5% | -31.6% | +123.0% | +96.2% |
| 1Y | +214.8% | -6.4% | +221.2% | +211.4% |
| 3Y | +275.3% | +665.7% | -390.3% | +160.8% |
| 5Y | +211.9% | +55.6% | +156.3% | +134.6% |
| All | +211.9% | +56.1% | +155.8% | +134.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling