-25.1%
TGT vs RGEN
-44.2%
+19.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -5.2% | -1.4% | -3.8% | -5.0% |
| 30D | +1.2% | -0.3% | +1.5% | +1.1% |
| 3M | +18.4% | +23.9% | -5.5% | +13.3% |
| 6M | +33.4% | +38.5% | -5.1% | +24.5% |
| YTD | +63.8% | +0.8% | +63.0% | +61.6% |
| 1Y | +77.2% | +38.2% | +38.9% | +63.5% |
| 3Y | +41.8% | +1.3% | +40.5% | +33.3% |
| All | -25.1% | -44.2% | +19.1% | -28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling