+79.0%
TFC vs RGEN
+450.6%
-371.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -1.2% | -3.1% | +1.9% | -0.7% |
| 30D | +7.8% | +0.1% | +7.7% | +7.6% |
| 3M | -3.0% | +4.8% | -7.7% | -4.2% |
| 6M | +5.8% | +48.9% | -43.1% | -1.9% |
| YTD | +5.3% | +5.3% | -0.1% | +2.8% |
| 1Y | +15.7% | +12.5% | +3.2% | +11.7% |
| 3Y | +94.8% | +17.0% | +77.8% | +81.5% |
| 5Y | 0.0% | -35.4% | +35.4% | -2.7% |
| 10Y | +79.0% | +434.6% | -355.6% | +20.9% |
| All | +79.0% | +450.6% | -371.6% | +20.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling