+2,700.2%
TFC vs RGEN
+1,576.0%
+1,124.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.1% |
| 7D | +2.4% | -4.9% | +7.3% | +2.6% |
| 30D | -1.3% | +5.7% | -7.0% | -1.6% |
| 3M | +6.1% | +32.4% | -26.4% | +4.7% |
| 6M | +7.3% | +33.2% | -25.8% | +5.8% |
| YTD | +8.2% | +2.3% | +5.9% | +7.8% |
| 1Y | +14.4% | +39.0% | -24.6% | +12.4% |
| 3Y | +93.7% | -4.6% | +98.3% | +91.9% |
| 5Y | +16.4% | -42.7% | +59.1% | +16.6% |
| 10Y | +101.6% | +433.6% | -332.0% | +85.4% |
| All | +2,700.2% | +1,576.0% | +1,124.2% | +2,077.2% |
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