+6,242.0%
TGT vs RGEN
+1,576.0%
+4,666.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.3% |
| 7D | +0.8% | -4.9% | +5.7% | +1.0% |
| 30D | +12.2% | +5.7% | +6.5% | +11.9% |
| 3M | +33.8% | +32.4% | +1.4% | +31.9% |
| 6M | +39.3% | +33.2% | +6.1% | +37.2% |
| YTD | +72.9% | +2.3% | +70.6% | +72.2% |
| 1Y | +84.6% | +39.0% | +45.6% | +81.1% |
| 3Y | +46.2% | -4.6% | +50.9% | +44.7% |
| 5Y | -21.3% | -42.7% | +21.3% | -21.2% |
| 10Y | +213.5% | +433.6% | -220.1% | +187.2% |
| All | +6,242.0% | +1,576.0% | +4,666.0% | +4,633.0% |
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