+200.7%
TER vs RGTI
+59.7%
+141.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.0% | +0.2% | +3.8% |
| 7D | +11.0% | +5.5% | +5.5% | +10.3% |
| 30D | -1.9% | -11.9% | +10.0% | -0.6% |
| 3M | -0.7% | -27.4% | +26.7% | +2.5% |
| 6M | +36.4% | -7.1% | +43.4% | +36.5% |
| YTD | +92.4% | -28.6% | +121.1% | +96.4% |
| 1Y | +213.5% | +4.4% | +209.2% | +207.0% |
| 3Y | +277.2% | +698.5% | -421.2% | +161.0% |
| 5Y | +219.1% | +64.2% | +155.0% | +150.8% |
| All | +200.7% | +59.7% | +141.0% | +128.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling