+98.8%
TFC vs RGEN
+412.9%
-314.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.2% |
| 7D | +2.2% | -0.9% | +3.1% | +2.4% |
| 30D | -2.5% | +2.8% | -5.3% | -3.1% |
| 3M | +4.5% | +34.5% | -29.9% | -0.9% |
| 6M | +11.0% | +40.5% | -29.5% | +3.9% |
| YTD | +5.9% | +2.8% | +3.0% | +4.2% |
| 1Y | +14.6% | +39.6% | -25.1% | +6.7% |
| 3Y | +96.7% | +4.4% | +92.3% | +86.2% |
| 5Y | +15.6% | -42.8% | +58.3% | +14.6% |
| All | +98.8% | +412.9% | -314.1% | +28.8% |
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