+2,628.6%
TFC vs RGEN
+1,689.4%
+939.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | +1.8% |
| 7D | +0.3% | +3.5% | -3.1% | +0.2% |
| 30D | +9.2% | +2.9% | +6.2% | +9.0% |
| 3M | -2.9% | +9.2% | -12.1% | -3.4% |
| 6M | +3.5% | +44.9% | -41.4% | +1.6% |
| YTD | +5.4% | +9.2% | -3.8% | +4.6% |
| 1Y | +17.3% | +25.3% | -8.0% | +15.7% |
| 3Y | +96.7% | +21.7% | +74.9% | +93.0% |
| 5Y | -1.1% | -34.5% | +33.4% | -1.5% |
| 10Y | +84.7% | +478.9% | -394.2% | +69.3% |
| All | +2,628.6% | +1,689.4% | +939.2% | +2,013.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling