+75.7%
TFC vs RGEN
+415.2%
-339.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.5% | +1.1% |
| 7D | +2.3% | -3.3% | +5.5% | +2.8% |
| 30D | +10.8% | -5.8% | +16.7% | +11.7% |
| 3M | -3.8% | +0.2% | -3.9% | -4.3% |
| 6M | +9.6% | +56.8% | -47.2% | +0.8% |
| YTD | +5.8% | +2.4% | +3.4% | +3.8% |
| 1Y | +16.2% | +11.4% | +4.7% | +12.4% |
| 3Y | +96.0% | +15.2% | +80.8% | +83.1% |
| 5Y | +1.7% | -35.1% | +36.8% | -1.1% |
| All | +75.7% | +415.2% | -339.5% | +19.7% |
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